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The inelastic market hypothesis : a microstructural interpretation
Bouchaud, Jean-Philippe - In: Quantitative finance 22 (2022) 10, pp. 1785-1795
Persistent link: https://www.econbiz.de/10013367946
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Self-referential behaviour, overreaction and conventions in financial markets
Wyart, Matthieu; Bouchaud, Jean-Philippe - In: Journal of economic behavior & organization : JEBO 63 (2007) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003437956
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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
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Describing economic agent-based models : Dahlem ABM documentation guidelines
Wolf, Sarah; Bouchaud, Jean-Philippe; Cecconi, Federico; … - In: Complexity economics (2013) 2, pp. 63-74
Persistent link: https://www.econbiz.de/10010358058
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Tipping points in macroeconomic agent-based models
Gualdi, Stanislao; Tarzia, Marco; Zamponi, Francesco; … - In: Journal of economic dynamics & control 50 (2015), pp. 29-61
Persistent link: https://www.econbiz.de/10010486960
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Skew and implied leverage effect : smile dynamics revisited
Vargas, Vincent; Dao, Tung-Lam; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011403762
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Experts' earning forecasts : bias, herding and gossamer information
Guedj, Olivier; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 933-946
Persistent link: https://www.econbiz.de/10003206563
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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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Hedging large risks reduces the transaction costs
Selmi, Farhat; Bouchaud, Jean-Philippe - In: Finance India : the quarterly journal of Indian … 16 (2002) 3, pp. 1005-1014
Persistent link: https://www.econbiz.de/10001713431
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Multiple time scales in volatility and leverage correlations : a stochastic volatility model
Perelló, Josep; Masoliver, Jaume; Bouchaud, Jean-Philippe - In: Applied mathematical finance 11 (2004) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10002001537