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USTRALIAN STOCK MARKET VOLATILITY: 1875-1987.

PAGAN, A.R.; KEARNS, P. - University of Rochester - Center for Economic Research … - 1990

Persistent link: https://www.econbiz.de/10005220933

Models of Compelxity in Economics and Finance.

Brock, W.A.; Hommes, C.H. - Wisconsin Madison - Social Systems - 1997

We have set out a general framework for adaptive belief systems in asset pricing thery. Fluctuations in prices and returns are driven by an evolutionary dynamics between traders with different expectations about prices.

Persistent link: https://www.econbiz.de/10005795277

Simple Increases in Risk and Their Comparative Statics for Portfolio Management.

Dionne, G.; Gollier, C. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005133077

Transactions Costs and Correlations in a Large Firm Index.

LeBaron, B. - Wisconsin Madison - Social Systems - 1991

Persistent link: https://www.econbiz.de/10005443502

Business Cycles and the Asset Structure of Foreign Trade.

Baxter, M.; Crucini, M. - University of Rochester - Center for Economic Research … - 1991

Persistent link: https://www.econbiz.de/10005698202