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Asset price and wealth dynamics under heterogeneous expectations
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Asset price and wealth dynamics under heterogeneous expectations (2001)Asset price and wealth dynamics under het…Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication (2018)Macroeconomics with heterogen…Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged. 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  • 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.

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69 cited
  • 2009Exchange Rate Dynamics: A Nonlinear Survey68 cited
  • 2007Heterogeneity, convergence, and autocorrelations65 cited
  • 2005The Dynamic Interaction of Speculation and Diversification61 cited
  • 2006Self-referential behaviour, overreaction and conventions in financial markets57 cited