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Artificial multi-agent stock markets : simple strategies, complex outcomes
Hoffmann, A. O. I.; Delre, S. A.; Eije, Johan H. von; … - In: Advances in artificial economics : the economy as a …, (pp. 167-176). 2006
Persistent link: https://www.econbiz.de/10003481525
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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...
Persistent link: https://www.econbiz.de/10008664302
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A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Böhm, Volker; Chiarella, Carl; He, Xue-zhong; Hüls, … - In: Global analysis of dynamic models in economics and …, (pp. 289-316). 2013
Persistent link: https://www.econbiz.de/10009611571
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A dynamic analysis of speculation across two markets
Chiarella, Carl (contributor); Dieci, Roberto (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
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Heterogeneous agent models : two simple case studies
Hommes, Cars H. - 2005
Persistent link: https://www.econbiz.de/10002902530
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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
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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
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Asset price dynamics with time-varying second moment
Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004
Persistent link: https://www.econbiz.de/10002554388
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Speculative bubbles and fat-tail phenomena in a heterogeneous agent model
Kaizoji, Taisei - In: Economic complexity : non-linear dynamics, multi-agents …, (pp. 259-275). 2004
Persistent link: https://www.econbiz.de/10001984940
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Heterogeneous models with learning and homoclinic bifurcations
Foroni, I.; Gardini, Laura - In: Heterogenous agents, interactions and economic performance, (pp. 43-59). 2003
Persistent link: https://www.econbiz.de/10001749773