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Search: subject:"Heterogeneous Agent Model"
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Volatility
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heterogeneous agent model
23
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18
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heterogeneous-agent model
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Li, Xiaoping
2
Verschoor, Willem F. C.
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1
Guo, Hui
1
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1
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ECONIS (ZBW)
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1
Government intervention model based on behavioral heterogeneity for China's stock market
Zhou, Zhong-Qiang
;
Li, Jie
;
Zhang, Wei
;
Xiong, Xiong
- In:
Financial innovation : FIN
8
(
2022
),
pp. 1-19
behavioral
heterogeneous
agent
model
(HAM) comprising fundamentalists, chartists, and stabilizers to investigate investors …
Persistent link: https://www.econbiz.de/10013498830
Saved in:
2
Tobin tax, carry trade, and the exchange rate dynamics
Li, Xiaoping
;
Zhou, Chunyang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1627-1647
Persistent link: https://www.econbiz.de/10014549140
Saved in:
3
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
4
Heterogeneous expectation, beliefs evolution and house price volatility
Zhang, Hao
;
Huang, Yuyuan
;
Yao, Haixiang
- In:
Economic modelling
53
(
2016
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
Saved in:
5
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
6
Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen
;
Verschoor, Willem F. C.
;
Wolff, Christiaan …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 719-735
Persistent link: https://www.econbiz.de/10009554305
Saved in:
7
How do skilled traders change the structure of the market
Vacha, Lukas
;
Barunik, Jozef
;
Vošvrda, Miloslav S.
- In:
International review of financial analysis
23
(
2012
),
pp. 66-71
Persistent link: https://www.econbiz.de/10009690118
Saved in:
8
Business conditions and asset prices in a dynamic economy
Guo, Hui
-
2000
Persistent link: https://www.econbiz.de/10001580927
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