1. Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

   Full description at Econpapers || Download paper

2. Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto.
   In: Research Paper Series.
   RePEc:uts:rpaper:389.

   Full description at Econpapers || Download paper

3. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
   In: MPRA Paper.
   RePEc:pra:mprapa:84886.

   Full description at Econpapers || Download paper

4. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

   Full description at Econpapers || Download paper

1. Alfarano S, Lux T, Wagner F (2005) Estimation of agent-based models: the case of an asymmetric herding model. Comput Econ 26:19–49.

2. Allen H, Taylor M (1990) Charts, noise and fundamentals in the London foreign exvhange market. Econ J 100:49–59. Conference.

3. Amilon H (2008) Estimation of an adaptive stock market model with heterogeneous agents. J Empir Fin 15:342–362.

4. Anufriev M, Hommes C (2012) Evolutionary selection of individual expectations and aggregate outcomes. Amer Econ J – Micro 4:35–64.

5. Baak S (1999) Test for bounded rationality with a linear dynamics model distorted by heterogeneous expectations. J Econ Dyn Control 23:1517–1543.

6. Boswijk H, Hommes C, Manzan S (2007) Behavioral heterogeneity in stock prices. J Econ Dyn Control 31:1938–1970.

7. Brock W, Hommes C (1997) A rational route to randomness. Econometrica 65:1059–1095.

8. Brock W, Hommes C (1998) Heterogeneous beliefs and routes to chaos in a simple asset pricing model. J Econ Dyn Control 22:1235–1274.

9. Cameron A, Trivedi P (2005) Microeconometrics, methods and applications. Cambridge University Press.
   Paper not yet in RePEc: Add citation now
   
10. Chavas J (2000) On the information and market dynamics: the case of the U.S. beef market. J Econ Dyn Control 24:833–853.
    Paper not yet in RePEc: Add citation now
    
11. Chen S-H, Chang C-L, Du Y-R (2012) Agent-based economic models and econometrics. Knowl Eng Rev 27:187–219.
    Paper not yet in RePEc: Add citation now
    

12. Chen S-H, Yeh C-H (2002) On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis. J Econ Behav Org 49:217–239.

13. Cheung Y-W, Chinn M, Marxh I (2004) How do UK-based foreign exchange dealers think their market operates? Int J Fin Econ 9:289–306.

14. Chiarella C (1992) The dynamics of speculative behaviour. Ann Oper Res 37:101–123.

15. Chiarella C, Dieci R, Gardini L (2002) Speculative behaviour and complex asset price dynamics: a global analysis. J Econ Behav Org 49:173–197.

16. Chiarella C, Dieci R, He X (2009) Heterogeneity, market mechanisms and asset price dynamics. In: Hens T, Schenk-Hoppe K (eds) Handbook of financial markets: dynamics and evolution. Elsevier, North-Holland, pp 277–344.
    Paper not yet in RePEc: Add citation now
    

17. Chiarella C, He X (2002) An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies, Quantitative Finance Research Center, University of Techonology, Sydney. Working Paper No. 84.

18. Chiarella C, He X (2003) Heterogeneous beliefs, risk and learning in a simple asset pricing model with a market maker. Macroecon Dyn 7:503–536.

19. Chiarella C, He X, Hommes C (2006) A dynamic analysis of technical trading rules in financial markets. J Econ Dyn Control 30:1729–1753.
    Paper not yet in RePEc: Add citation now
    

20. Chiarella C, He X, Huang W, Zheng H (2012) Estimating behavioural heterogeneity under regime switching. J Econ Behav Org 83:446–460.

21. Chiarella C, He X, Zwinkels R (2014) Heterogeneous expectations in asset pricing: empirical evidence from the S&P 500. J Econ Behav Org 105:1–16.

22. Chiarella C, ter Ellen S, He X, Wu E (2015) Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. J Empir Fin 32:19–34.

23. Day R, Huang W (1990) Bulls, bears and market sheep. J Econ Behav Org 14:299–329.

24. De Grauwe P, Grimaldi M (2006) Exchange rate puzzles: a tale of switching attractors. Eur Econ Rev 50:1–33.

25. de Jong E, Verschoor W, Zwinkels R (2010) Heterogeneity of agents and exchange rate dynamics: evidence from the EMS. J Int Money Fin 29(8):1652–1669.

26. DeLong J, Shleifer A, Summers L, Waldmann R (1990) Noise trader risk in financial markets. J Polit Econ 98:703–738.

27. Dieci R, Foroni I, Gardini L, He X (2006) Market mood, adaptive beliefs and asset price dynamics. Chaos, Solitons and Fractals 29:520–534.

28. Farmer J, Joshi S (2002) The price dynamics of common trading strategies. J Econ Behav Org 49:149– 171.

29. Franke R (2009) Applying the method of simulated moments to estimate a small agent-based asset pricing model. J Empir Fin 16:804–815.

30. Franke R, Westerhoff F (2011) Estimation of a structural stochastic volatility model of asset pricing. Comput Econ 38:53–83.
    Paper not yet in RePEc: Add citation now
    

31. Franke R, Westerhoff F (2012) Structural stochastic volatility in asset pricing dynamics: estimation and model contest. J Econ Dyn Control 36:1193–1211.

32. Frankel J, Froot K (1990) Chartists, fundamentalists and trading in the foreign exchange market. Amer Econ Rev 80:181–185.

33. Frijns BT, Lehnert RZ (2010) Behavioral heterogeneity in the option market. J Econ Dyn Control 34:2273–2287.

34. Gaunersdorfer A, Hommes C, Wagener F (2008) Bifurcation routes to volatility clustering under evolutionary learning. J Econ Behav Org 67:27–47.

35. Geweke J (2006) Computational experiments and reality, working paper. University of Iowa.
    Paper not yet in RePEc: Add citation now
    

36. Gilli M, Winker P (2003) A global optimization heuristic for estimating agent-based model. Comput Stat Data Anal 42:299–312.

37. Goldbaum D, Mizrach B (2008) Estimating the intensity of choice in a dynamic mutual fund allocation decision. J Econ Dyn Control 32(12):3866–3876.

38. Gray G, Kolda T (2006) Algorithm 856: APPSPACK 4.0: asynchronous parallel pattern search for derivative-free optimization. ACM Trans Math Softw 32(3):485–507.
    Paper not yet in RePEc: Add citation now
    
39. Griffin J, Kolda T (2006) Asynchronous parallel generating set search for linearly-constrained optimization, Technical report Sandia National Laboratories, Albuquerque.
    Paper not yet in RePEc: Add citation now
    

40. He X -Z, Li Y (2015) Testing of a market fraction model and power-law behaviour in the DAX 30. J Empir Fin 31:1–17.

41. He X (2003) Asset pricing, volatility and market behaviour-a market fraction approach, Technical Report 95 Quantitative Finance Research Center. University of Techonology, Sydney.

42. He X, Li K, Wang C (2016) Volatility clustering: a nonlinear theoretical approach. J Econ Behav Org 130:274–297.

43. He X, Li Y (2007) Power law behaviour, heterogeneity, and trend chasing. J Econ Dyn Control 31:3396–3426.

44. He X, Li Y (2008) Heterogeneity, convergence and autocorrelations. Quant Fin 8:58–79.

45. Heckman J (2001) Micro data, heterogeneity, and evaluation of public policy: nobel lecture. J Polit Econ 109(4):673–748.

46. Hnatkovska V, Marmer V, Tang Y (2012) Comparison of misspecified calibrated models: the minimum distance approach. J Econ 169(1):131–138.

47. Hommes C (2001) Financial markets as nonlinear adaptive evolutionary systems. Quant Fin 1:149–167.

48. Hommes C, Sonnemans J, Tuinstra J, Velden HVD (2005) Coordination of expectations in asset pricing experiments. Rev Fin Stud 18:955–980.

49. Hommes CH (2006) Heterogeneous agent models in economics and finance. In: Tesfatsion L, Judd K L (eds) Handbook of computational economics, vol 2 of handbook of computational economics, vol chapter 23. Elsevier, New York, pp 1109–1186.

50. Kolda TG (2005) Revisiting asynchronous parallel pattern search for nonlinear optimization. SIAM J Optim 16(2):563–586.
    Paper not yet in RePEc: Add citation now
    

51. LeBaron B (2006) Agent-based computational finance. In: Tesfatsion L, Judd K L (eds) Handbook of computational economics, vol 2 of handbook of computational economics, vol chapter 24. Elsevier, New York, pp 1187–1233.

52. Li Y, Donkers B, Melenberg B (2006) The non- and semiparametric analysis of ms models: some applications, CentER Discussion Paper 2006-95, Tilburg University.

53. Li Y, Donkers B, Melenberg B (2010) Econometric analysis of microscopic simulation models. Quant Fin 10:1187–1201.

54. Lux T (1995) Herd behaviour, bubbles and crashes. Econ J 105:881–896.

55. Lux T (1998) The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions. J Econ Behav Org 33:143–165.

56. Lux T (2009a) Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. J Econ Behav Org 72:638–655.
    Paper not yet in RePEc: Add citation now
    
57. Lux T (2009b) Stochastic behavioural asset pricing and stylized facts. In: Hens T, Schenk-Hoppe K (eds) Handbook of financial markets: dynamics and evolution. Elsevier, North-Holland, pp 161–215.
    Paper not yet in RePEc: Add citation now
    

58. Lux T (2012) Estimation of an agent-based model of investor sentiment formation in financial markets. J Econ Behav Org 36:1284–1302.

59. Lux T, Marchesi M (1999) Scaling and criticality in a stochastic multi-agent model of a financial markets. Nature 397(11):498–500.

60. Menkhoff L (1998) The noise trading approach — questionnaire evidence from foreign exchange. J Int Money Fin 17:547–564.

61. Menkhoff L (2010) The use of technical analysis by fund managers: International evidence. J Bank Fin 34:2573–2586.

62. Sargent T (1993) Bounded rationality in macroeconomics. Clarendon Press, Oxford.

63. Shefin H (2005) A behavioral approach to asset pricing. Academic Press Inc., London.
    Paper not yet in RePEc: Add citation now
    

64. Taylor M, Allen H (1992) The use of technical analysis in the foreign exchange market. J Int Money Fin 11:304–314.

65. ter Ellen S, Verschoor W, Zwinkels R (2013) Dynamic expectation formation in the foreign exchange market. J Int Money Fin 37:75–97.

66. ter Ellen S, Zwinkels R (2010) Oil price dynamics: a behavioral finance approach with heterogeneous agents. Energy Econ 32:1427–1434.

67. Vigfusson R (1997) Switching between chartists and fundamentals: a Markov regime-switching approach. Int J Fin Econ 2:291–305.

68. Westerhoff F, Reitz S (2003) Nonlinearities and cyclical behavior: the role of chartists and fundamentalists. Stud Nonlinear Dyn Econ 7(4):article no. 3.

1. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne .
   In: BERG Working Paper Series.
   RePEc:zbw:bamber:128.

   Full description at Econpapers || Download paper

2. Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz.
   In: Computational Economics.
   RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

   Full description at Econpapers || Download paper

3. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

   Full description at Econpapers || Download paper

4. Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander ; Sander van der Hoog, .
   In: Papers.
   RePEc:arx:papers:1706.06302.

   Full description at Econpapers || Download paper

5. Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application. (2016). Lamperti, Francesco.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2016/18.

   Full description at Econpapers || Download paper

6. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2016/17.

   Full description at Econpapers || Download paper

7. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
   In: Documents de Travail de l'OFCE.
   RePEc:fce:doctra:16011.

   Full description at Econpapers || Download paper

8. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong ; Wan, Chuncheng .
   In: Research Paper Series.
   RePEc:uts:rpaper:365.

   Full description at Econpapers || Download paper

9. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
   In: Research Paper Series.
   RePEc:uts:rpaper:354.

   Full description at Econpapers || Download paper

10. Direct calibration and comparison of agent-based herding models of financial markets. (2015). Barde, Sylvain.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1507.

    Full description at Econpapers || Download paper

11. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2015/02.

    Full description at Econpapers || Download paper

12. Economies with heterogeneous interacting learning agents. (2015). Stiglitz, Joseph ; Gallegati, Mauro ; Landini, Simone.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:1:p:91-118.

    Full description at Econpapers || Download paper

13. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

    Full description at Econpapers || Download paper

14. Information cascade, Kirman’s ant colony model, and kinetic Ising model. (2015). Hisakado, Masato ; Mori, Shintaro .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:417:y:2015:i:c:p:63-75.

    Full description at Econpapers || Download paper

15. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17.

    Full description at Econpapers || Download paper

16. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1409.8024.

    Full description at Econpapers || Download paper

17. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:26.

    Full description at Econpapers || Download paper

18. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong ; Chiarella, Carl ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
    In: Research Paper Series.
    RePEc:uts:rpaper:344.

    Full description at Econpapers || Download paper

19. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

    Full description at Econpapers || Download paper

20. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

    Full description at Econpapers || Download paper

21. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

    Full description at Econpapers || Download paper

22. Control of the socio-economic systems using herding interactions. (2014). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1309.6105.

    Full description at Econpapers || Download paper

23. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:172077.

    Full description at Econpapers || Download paper

24. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1846.

    Full description at Econpapers || Download paper

25. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201335.

    Full description at Econpapers || Download paper

26. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130205.

    Full description at Econpapers || Download paper

27. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:8:y:2013:i:2:p:277-293.

    Full description at Econpapers || Download paper

28. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def7.

    Full description at Econpapers || Download paper

29. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def007.

    Full description at Econpapers || Download paper

30. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
    In: LABORatorio R. Revelli Working Papers Series.
    RePEc:cca:wplabo:130.

    Full description at Econpapers || Download paper

31. Fluctuation analysis of the three agent groups herding model. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1305.5958.

    Full description at Econpapers || Download paper

32. Three-state herding model of the financial markets. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1210.1838.

    Full description at Econpapers || Download paper

33. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Barunik, Jozef.
    In: Papers.
    RePEc:arx:papers:1205.3763.

    Full description at Econpapers || Download paper

34. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Working Papers.
    RePEc:ver:wpaper:07/2012.

    Full description at Econpapers || Download paper

35. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:316.

    Full description at Econpapers || Download paper

36. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:22:y:2012:i:2:p:251-273.

    Full description at Econpapers || Download paper

37. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211.

    Full description at Econpapers || Download paper

38. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-17.

    Full description at Econpapers || Download paper

39. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:82.

    Full description at Econpapers || Download paper

40. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:79.

    Full description at Econpapers || Download paper

41. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:6:y:2011:i:1:p:1-28.

    Full description at Econpapers || Download paper

42. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
    In: International Journal of Behavioural Accounting and Finance.
    RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:101-139.

    Full description at Econpapers || Download paper

43. Consumer sentiment and countercyclical fiscal policies. (2010). Westerhoff, Frank ; Hohnisch, Martin.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:24:y:2010:i:5:p:609-618.

    Full description at Econpapers || Download paper

44. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:6:p:1140-1152.

    Full description at Econpapers || Download paper

45. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:61.

    Full description at Econpapers || Download paper

46. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080054.

    Full description at Econpapers || Download paper

47. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:342-362.

    Full description at Econpapers || Download paper

48. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Zaccaria, A. ; Alfi, V. ; Pietronero, L..
    In: Papers.
    RePEc:arx:papers:0807.1888.

    Full description at Econpapers || Download paper

49. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-05.

    Full description at Econpapers || Download paper

50. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 13:14:59 || Missing content? Let us know