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Clustered volatility in multiagent dynamics
7 references·5 citing·37 second hop
Clustered volatility in multiagent dynamics (1997)Clustered volatility in multiagent dynami…Models of Bounded Rationality (1997)Models of Bounded RationalityMarket-Based Control (1996)Market-Based ControlA Dynamic Structural Model for Stock Return Volatility and Trading Volume (1996)A Dynamic Structural Model fo…A Dynamic Structural Model for Stock Return Volatility and Trading Volume (1995)A Dynamic Structural Model fo…Inductive Reasoning and Bounded Rationality (1994)Inductive Reasoning and Bound…ARCH modeling in finance (1992)ARCH modeling in financeAdaptive Processes and Economic Theory (1975)Adaptive Processes and Econom…From standard to evolutionary finance: a literature survey (2018)From standard to evolutionary…Ceremonial science: The state of Russian economics seen through the lens of the work of ‘Doctor of Science’ candidates (2014)Ceremonial science: The state…Developing a Planning Theory for Wicked Problems: Swarm Planning (2013)Developing a Planning Theory …Swarm Planning Theory (2012)Swarm Planning TheoryA NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (2007)A NOISE TRADER MODEL AS A GEN…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Economists free ride, does anyone else? (1981)Are Economists Different, and If So, Why? (1991)Does Studying Economics Inhibit Cooperation? (1993)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Long memory and regime switching (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect Theory: An Analysis of Decision under Risk (1979)Institutions, Institutional Change and Economic Performance (1990)Measuring Business Cycle Time (1987)Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions (2002)A dynamic analysis of moving average rules$ (2004)Myopia and Inconsistency in Dynamic Utility Maximization (1955)A Behavioral Theory of the Firm (1964)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Modeling the experimentally organized economy (1991)Rational behavior and economic theory (1996)Towards a not-too-rational macroeconomics (1996)The Michigan Internet AuctionBot (1998)Taming the Computational Complexity of Combinatorial Auctions: Optimal and Approximate Approaches (1999)Auction Protocols for Decentralized Scheduling (2001)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Emergence of cooperation and organization in an evolutionary game (1997)Complexity and the Economy (1999)Evolutionary games on graphs (2007)Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (2000)Asset price and wealth dynamics in a financial market with heterogeneous agents (2006)The virtues and vices of equilibrium and the future of financial economics (2008)
this work references cited by second hop

References

  • 1992ARCH modeling in finance4,288 cited
  • 1997Models of Bounded Rationality4,207 cited
  • 1994Inductive Reasoning and Bounded Rationality1,399 cited
  • 1996Market-Based Control468 cited
  • 1995A Dynamic Structural Model for Stock Return Volatility and Trading Volume190 cited
  • 1996A Dynamic Structural Model for Stock Return Volatility and Trading Volume173 cited
  • 1975Adaptive Processes and Economic Theory159 cited

Cited by

  • 2007A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY73 cited
  • 2018From standard to evolutionary finance: a literature survey27 cited
  • 2014Ceremonial science: The state of Russian economics seen through the lens of the work of ‘Doctor of Science’ candidates14 cited
  • 2013Developing a Planning Theory for Wicked Problems: Swarm Planning5 cited
  • 2012Swarm Planning Theory5 cited

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