SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Kinetic models for socio-economic dynamics of speculative markets
16 references·1 citing·39 second hop
Kinetic models for socio-economic dynamics of speculative markets (2011)Kinetic models for socio-economic dynamic…A theory of power-law distributions in financial market fluctuations (2003)A theory of power-law distrib…The Statistical Mechanics of Financial Markets (2001)The Statistical Mechanics of …Wealth condensation in a simple model of economy (2000)Wealth condensation in a simp…VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…Statistical mechanics of money: how saving propensity affects its distribution (2000)Statistical mechanics of mone…Statistical mechanics of money (2000)Statistical mechanics of moneyHERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)HERD BEHAVIOR AND AGGREGATE F…Choices, Values, and Frames (2000)Choices, Values, and FramesAn Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)The socio-economic dynamics o…The econometrics of financial markets (1996)The econometrics of financial…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Choices, values, and frames. (1984)Choices, values, and frames.Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Statistical mechanics of moneyStatistical mechanics of moneyHuman behavior and lognormal distribution. A kinetic description (2019)Human behavior and lognormal …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Scaling of the distribution of fluctuations of financial market indices (1999)Statistical properties of the volatility of price fluctuations (1999)Human behavior and the principle of least effort (1949)Continuous Auctions and Insider Trading (1985)The Cross‐Section of Volatility and Expected Returns (2006)Modelling the scaling properties of human mobility (2010)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)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)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)A Rational Route to Randomness (1997)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)A perspective on judgment and choice: Mapping bounded rationality. (2003)The weirdest people in the world? (2010)Dual-Process Theories of Higher Cognition (2013)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 24 Agent-based Computational Finance (2006)Advances in prospect theory: Cumulative representation of uncertainty (1992)Framing: Toward Clarification of a Fractured Paradigm (1993)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1984Choices, values, and frames.6,505 cited
  • 2000Choices, Values, and Frames2,952 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 2003A theory of power-law distributions in financial market fluctuations1,283 cited
  • 1996The econometrics of financial markets886 cited
  • 2000HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS827 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
  • 2000Wealth condensation in a simple model of economy568 cited
  • 2000Statistical mechanics of money555 cited
  • n.d.Statistical mechanics of money521 cited
  • 2000Statistical mechanics of money: how saving propensity affects its distribution419 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2001The Statistical Mechanics of Financial Markets353 cited
  • Cited by

    • 2019Human behavior and lognormal distribution. A kinetic description67 cited