References

• 1990Noise Trader Risk in Financial Markets6,259 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,412 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1981Fractional Differencing2,760 cited
• 1991Long-Term Memory in Stock Market Prices1,756 cited
• 1997A Rational Route to Randomness1,724 cited
• 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
• 1989Long-term Memory in Stock Market Prices1,448 cited
• 1995Herd Behaviour, Bubbles and Crashes1,068 cited
• 1989Nonlinear Dynamics and Stock Returns778 cited
• 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
• 1986Noise600 cited
• 1995Forecasting exchange rates using feedforward and recurrent neural networks428 cited
• 1974On the unstable behaviour of stock exchanges295 cited
• 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model225 cited
• 1999A simple nonlinear time series model with misleading linear properties