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Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?
16 references·0 citing·33 second hop
Emerging Markets and Stock Market Bubbles: Nonlinear Speculation? (2010)Emerging Markets and Stock Market Bubbles…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…In Defense of Globalization (2004)In Defense of GlobalizationDiscrete Choice with Social Interactions (2001)Discrete Choice with Social I…A Rational Route to Randomness (1997)A Rational Route to RandomnessA test for independence based on the correlation dimension (1996)A test for independence based…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…Agent-based Computational Finance (1989)Agent-based Computational Fin…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Noise (1986)NoiseAsset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Conditional logit analysis of qualitative choice behavior (1972)Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities (1990)Economic Analysis of Social Interactions (2000)Social Capital in the Creation of Human Capital (2000)Peers at Work (2009)Power Laws in Economics and Finance (2009)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Modeling and pricing long memory in stock market volatility (1996)Random matrix approach to cross correlations in financial data (2002)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The econometrics of financial markets (1996)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1986Noise1,783 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 2001Discrete Choice with Social Interactions1,679 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 2004In Defense of Globalization955 cited
  • 1985Asset Bubbles and Overlapping Generations853 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 1989Agent-based Computational Finance693 cited
  • 1985Asset Bubbles and Overlapping Generations

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