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Financial market
Theorie
78
Theory
78
Agent-based modeling
43
Agentenbasierte Modellierung
43
Heterogeneous agent model
30
heterogeneous agent model
23
heterogeneous agent models
22
Heterogeneous agent models
18
Estimation
17
Einkommensverteilung
16
Income distribution
16
Schätzung
16
CAPM
13
Estimation theory
12
Heterogeneous agent
12
Schätztheorie
12
Behavioural finance
11
Geldpolitik
11
Heterogeneous Agent Model
11
Monetary policy
11
Neoclassical synthesis
11
Neoklassische Synthese
11
Anlageverhalten
10
Finanzmarkt
10
Inequality
10
Volatility
10
Volatilität
10
Heterogeneous Agent Models
9
Welfare
9
Börsenkurs
8
Currency speculation
8
European Union
8
Exchange rate
8
Heterogeneous-agent model
8
Schock
8
Share price
8
Shock
8
Vermögensverteilung
8
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8
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10
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Dieci, Roberto
2
Baumann, Michael
1
Chiang, Yu-Ting
1
Grüne, Lars
1
Gusella, Filippo
1
He, Xue-Zhong
1
He, Xue-zhong
1
Huang, Ya-Chi
1
Kabukçuoğlu, Ayşe
1
Le Grand, François
1
LeBaron, Blake Dean
1
Ragot, Xavier
1
Sun, Gui Ping
1
Tsao, Chueh-Yung
1
Wang, Harry Jiannan
1
Wang, Li
1
Yang, Haijun
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Zoch, Piotr
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Computational economics
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
Journal of economic dynamics & control
1
Journal of evolutionary economics : JEE
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Detecting and measuring financial cycles in heterogeneous agents models : an empirical analysis
Gusella, Filippo
-
2022
Persistent link: https://www.econbiz.de/10013169664
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2
Asset supply and liquidity transformation in HANK
Chiang, Yu-Ting
;
Zoch, Piotr
-
2022
Persistent link: https://www.econbiz.de/10013465027
Saved in:
3
"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael
-
2018
Persistent link: https://www.econbiz.de/10012153001
Saved in:
4
Heterogeneous
agent
models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
5
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
6
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
7
Chapter 5.
Heterogeneous
Agent
Models in Finance
Dieci, Roberto
;
He, Xue-Zhong
- In:
Handbook of computational economics : Volume 4: …
,
(pp. 257-328)
.
2018
This chapter surveys the state-of-art of
heterogeneous
agent
models (HAMs) in finance using a jointly theoretical and …
Persistent link: https://www.econbiz.de/10014024353
Saved in:
8
The winners and losers of tax reform : an assessment under financial integration
Kabukçuoğlu, Ayşe
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 90-122
Persistent link: https://www.econbiz.de/10011919321
Saved in:
9
Incomplete markets and derivative assets
Le Grand, François
;
Ragot, Xavier
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
3
,
pp. 517-545
Persistent link: https://www.econbiz.de/10011529261
Saved in:
10
A comparison of U.S and Chinese financial market microstructure :
heterogeneous
agent
-based multi-asset artificial stock markets approach
Yang, Haijun
;
Wang, Harry Jiannan
;
Sun, Gui Ping
;
Wang, Li
- In:
Journal of evolutionary economics : JEE
25
(
2015
)
5
,
pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
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