Evolutionary dynamics in markets with many trader typesWilliam A. Brock, Cars Hommes, Florian O. O. Wagener2004-08-04articleJournal of Mathematical Economics164 citationsgreenNo readable copy stored yet — this record is metadata only.Complex Systems and Time Series AnalysisFinancial Markets and Investment StrategiesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 164 citations exist upstream.References1990Noise Trader Risk in Financial Markets2001Investor Psychology and Asset Pricing1992Discrete Choice Theory of Product Differentiation2018The Economy as an Evolving Complex System II2001Learning and Expectations in Macroeconomics1997A Rational Route to Randomness1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1999Scaling and criticality in a stochastic multi-agent model of a financial marketCited by2012Heterogeneous Expectations in Monetary DSGE Models2007Bifurcation routes to volatility clustering under evolutionary learning2005Equilibria in financial markets with heterogeneous agents: a probabilistic perspective2004Herding, a-synchronous updating and heterogeneity in memory in a CBS2007Estimation of an adaptive stock market model with heterogeneous agents2006The interaction between technical currency trading and exchange rate fluctuations2008Complex Evolutionary Systems in Behavioral Finance2011Asymmetric herding as a source of asymmetric return volatility