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Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model
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Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model (1999)Heterogeneous Beliefs, Risks and Learning…Asset Price Dynamics among Heterogeneous Interacting Agents (2003)Asset Price Dynamics among He…Stochastic chaos or ARCH effects in stock series? (2002)Stochastic chaos or ARCH effe…AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Noise Trader Risk in Financial Markets (1990)High level chaos in the exchange and index markets (2013)Noisy chaos in intraday financial data: Evidence from the American index (2013)Inductive Reasoning and Bounded Rationality (1994)A Rational Route to Randomness (1997)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Evolutionary agent-based economics (2004)
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  • 2002Stochastic chaos or ARCH effects in stock series?53 cited
  • 2003Asset Price Dynamics among Heterogeneous Interacting Agents50 cited

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