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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2001
-study suggests a connectionbetween the succes or failure of technical trading and the relative magnitudesof trend and volatility of …
Persistent link: https://www.econbiz.de/10011313922
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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2000
Persistent link: https://www.econbiz.de/10001554489
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Learning in cobweb experiments
Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - 2003
measured by the variance is significantly larger than the amplitude under RE, implying persistent excess volatility. However …
Persistent link: https://www.econbiz.de/10011333266
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Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H. - 2001
. The evolutionarymodel explains stylized facts, such as fat tails,volatility clustering and long memory, of real financial …
Persistent link: https://www.econbiz.de/10011313923
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Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
, with technical analysts conditioning their forecastingrule upon deviations from a benchmark fundamental. Volatility …
Persistent link: https://www.econbiz.de/10011313936
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Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H. - 2000
Persistent link: https://www.econbiz.de/10001554477
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Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
Persistent link: https://www.econbiz.de/10001554484
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Behavioral learning equilibria
Hommes, Cars H.; Zhu, Mei - 2013
Persistent link: https://www.econbiz.de/10010191433