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Dieci, Roberto; He, Xue-zhong - 2018

Persistent link: https://www.econbiz.de/10011871936

Asset price dynamcis and diversification with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005

Persistent link: https://www.econbiz.de/10002775676

A dynamic analysis of speculation across two markets

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004

Persistent link: https://www.econbiz.de/10002415047

A dynamic analysis of speculation across two markets

Chiarella, Carl (contributor); Dieci, Roberto (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002260577

Heterogeneity, market mechanisms, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2008

Persistent link: https://www.econbiz.de/10003857135

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1755-1786

Persistent link: https://www.econbiz.de/10003370380

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Heterogeneity, market mechanism, and asset price dynamics

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: Handbook of financial markets : dynamics and evolution, (pp. 277-344). 2009

Persistent link: https://www.econbiz.de/10003820633

Heterogeneous agent models in finance

Dieci, Roberto; He, Xue-zhong - 2018

Persistent link: https://www.econbiz.de/10013253829

Chapter 5. Heterogeneous Agent Models in Finance

Dieci, Roberto; He, Xue-Zhong - In: Handbook of computational economics : Volume 4: …, (pp. 257-328). 2018

This chapter surveys the state-of-art of heterogeneous agent models (HAMs) in finance using a jointly theoretical and empirical analysis, combined with numerical analysis from the latest development in computational finance. It provides supporting evidence on the explanatory power of HAMs to...

Persistent link: https://www.econbiz.de/10014024353