References

No references inside the corpus for this window.

Cited by

• 2007Agent-based models of financial markets316 cited
• 2016Financial power laws: Empirical evidence, models, and mechanisms164 cited
• 2000Endogenous fluctuations in a simple asset pricing model with heterogeneous agents162 cited
• 2009Complex Evolutionary Systems in Behavioral Finance142 cited
• 2006A Nonlinear Structural Model for Volatility Clustering125 cited
• 2006Asset price and wealth dynamics in a financial market with heterogeneous agents122 cited
• 2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
• 2003Speculative markets and the effectiveness of price limits107 cited
• 2003Has 1997 Asian crisis increased information flows between international markets93 cited
• 2004Smooth transition exponential smoothing92 cited
• 2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area89 cited
• 2012Multivariate Exponential Smoothing for Forecasting Tourist Arrivals59 cited
• 2005Forecasting daily time series using periodic unobserved components time series models58 cited
• 2004Modelling phase shifts among stochastic cycles53 cited