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Asset Price Dynamics among Heterogeneous Interacting Agents
12 references·1 citing·38 second hop
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this work references cited by second hop

References

  • 1997A Rational Route to Randomness1,724 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1994Inductive Reasoning and Bounded Rationality1,399 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 2000Interactions-Based Models562 cited
  • 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model225 cited
  • 2001Asset price and wealth dynamics under heterogeneous expectations189 cited
  • 2002Microeconomic Models for Long Memory in the Volatility of Financial Time Series125 cited
  • 1992On Learning and Adaptation in the Economy105 cited
  • 1999Adaptive Learning in Financial Markets87 cited
  • 1999Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model54 cited

Cited by

  • 2004Evolutionary agent-based economics47 cited

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