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1
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
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2
The distribution of wealth in the Blanchard-Yaari model
Benhabib, Jess
;
Bisin, Alberto
;
Zhu, Shenghao
- In:
Macroeconomic dynamics
20
(
2016
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10011577311
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3
Spectral properties of asset pricing models : a general equilibrium perspective
Beaubrun-Diant, Kevin E.
- In:
Macroeconomic dynamics
10
(
2006
)
2
,
pp. 183-205
Persistent link: https://www.econbiz.de/10003318609
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4
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
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5
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
6
Fat-tail distributions and business-cycle models
Ascari, Guido
;
Fagiolo, Giorgio
;
Roventini, Andrea
- In:
Macroeconomic dynamics
19
(
2015
)
2
,
pp. 465-476
Persistent link: https://www.econbiz.de/10011308636
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7
Apparent long memory in time series as an artifact of a time-varying mean : considering alternatives to the fractionally integrated model
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 59-87
Persistent link: https://www.econbiz.de/10003981216
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8
A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone
;
Lux, Thomas
- In:
Macroeconomic dynamics
11
(
2007
),
pp. 80-101
Persistent link: https://www.econbiz.de/10003616333
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9
Invariant probability distributions in economic models : a general result
Medio, Alfredo
- In:
Macroeconomic dynamics
8
(
2004
)
2
,
pp. 162-187
Persistent link: https://www.econbiz.de/10002049633
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10
A note on the size distribution of consumption : more double Pareto than lognormal
Akira Toda, Alexis
- In:
Macroeconomic dynamics
21
(
2017
)
6
,
pp. 1508-1518
Persistent link: https://www.econbiz.de/10011805917
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