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Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - Wirtschaftsuniversität <Wien> - 2000
A simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical analysts, is studied. Fractions of these trader types, which are both boundedly rational, change over time according to evolutionary learning, with technical analysts conditioning their...
Persistent link: https://www.econbiz.de/10005841642
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Cobweb dynamics under bounded rationality
Hommes, Cars H. - In: Optimization, dynamics, and economic analysis : essays …, (pp. 134-150). 2000
Persistent link: https://www.econbiz.de/10001497088
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Consistent expectations equilibria and complex dynamics in renewable resource markets
Hommes, Cars H.; Rosser, John Barkley - 2000
Persistent link: https://www.econbiz.de/10001554466
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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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Consistent expectations equilibria and complex dynamics in renewable resource markets
Hommes, Cars H.; Rosser, John Barkley - In: Macroeconomic dynamics 5 (2001) 2, pp. 180-203
Persistent link: https://www.econbiz.de/10001584396
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Consistent expectations equilibria and complex dynamics in renewable resource markets
Hommes, Cars H.; Rosser, John Barkley - 1999
Persistent link: https://www.econbiz.de/10001412170
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Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts
Brock, William A.; Hommes, Cars H. - In: Equilibrium, markets and dynamics : essays in honour of …, (pp. 245-264). 2002
Persistent link: https://www.econbiz.de/10001685784
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Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts
Brock, William A. (contributor); Hommes, Cars H. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656894
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A robust rational route to randomness in a simple asset pricing model
Hommes, Cars H.; Huang, Hai; Wang, Duo - In: Journal of economic dynamics & control 29 (2005) 6, pp. 1043-1072
Persistent link: https://www.econbiz.de/10002855709