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Critical Overview of Agent-Based Models for Economics
5 references·0 citing·20 second hop
Critical Overview of Agent-Based Models for Economics (2011)Critical Overview of Agent-Based Models f…A Course in Microeconomic Theory (2020)A Course in Microeconomic The…Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (2011)Theory of Financial Risk and …How Markets Slowly Digest Changes in Supply and Demand (2009)How Markets Slowly Digest Cha…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Theory of Value (1959)Theory of ValueFractional Brownian Motions, Fractional Noises and Applications (1968)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)No-dynamic-arbitrage and market impact (2010)Power Laws in Economics: An Introduction (2016)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Power Laws in Economics and Finance (2008)Physical approach to complex systems (2012)Negative bubbles and shocks in cryptocurrency markets (2016)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and Residual Claims (1983)Well-being : the foundations of hedonic psychology (1999)Contract enforceability and economic institutions in early trade: The Maghribi Traders' Coalition (1993)A Theory of Conformity (1994)Group lending, repayment incentives and social collateral (1995)
this work references cited by second hop

References

  • 1959Theory of Value2,538 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 2020A Course in Microeconomic Theory1,592 cited
  • 2011Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management480 cited
  • 2009How Markets Slowly Digest Changes in Supply and Demand442 cited

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