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The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl.
In: Working Paper Series.
RePEc:uts:wpaper:13.

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  11. Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang.
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  23. Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T.
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  25. Confidence collapse in a multihousehold, self-reflexive DSGE model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico Guglielmo.
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  26. On the Price Dynamics of a Two-Dimensional Financial Market Model with Entry Levels. (2020). Gu, En-Guo.
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  27. Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model. (2020). Bouchaud, Jean-Philippe ; Tarzia, Marco ; Benzaquen, Michael ; Morelli, Federico.
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  28. The role of hormones in financial markets. (2020). Bose, Subir ; Li, Xin ; Ladley, Daniel.
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  29. Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A.
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  33. Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors. (2019). Zhang, Hao ; Bian, Wenlong.
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  34. Order book modeling and financial stability. (2019). Biondo, Alessio Emanuele.
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  35. Disposition effect and multi-asset market dynamics. (2019). Ezzat, Heba M.
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  36. Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min.
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  37. From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian.
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  38. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2018). Biondo, Alessio Emanuele.
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  39. Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto.
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  40. Time-Varying Economic Dominance Through Bistable Dynamics. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai.
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  44. Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence. (2018). , Willem ; Ellen, Saskia Ter.
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  45. Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Tramontana, Fabio ; Radi, Davide ; Anufriev, Mikhail.
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  46. A heterogeneous agent model of asset price dynamics with two time delays. (2018). Guerrini, Luca ; Szidarovszky, Ferenc ; Matsumoto, Akio.
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  47. Steady states, stability and bifurcations in multi-asset market models. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto.
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  48. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
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  49. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien.
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  50. Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien.
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  51. Order book microstructure and policies for financial stability. (2018). Biondo, Alessio Emanuele.
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  52. Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min.
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  54. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela.
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  57. Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
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  58. Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas.
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  59. Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Veneziani, Roberto ; Charpe, Matthieu ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter.
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  62. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano.
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  63. A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten.
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  65. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
    In: Economics Discussion Papers.
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  66. Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas.
    In: Economics Working Papers.
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  67. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: BERG Working Paper Series.
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  68. Asset prices and wealth dynamics in a financial market with endogenous liquidation risk. (2017). Staccioli, Jacopo ; Dindo, Pietro.
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  71. On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Dynamics and Control.
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  77. Household debt and housing bubbles: a Minskian approach to boom-bust cycles. (2016). Ryoo, Soon.
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  78. Endogenous time-varying risk aversion and asset returns. (2016). Berardi, Michele.
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  79. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
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  80. Asset price formation and behavioral biases. (2016). Feldman, Todd ; Lepori, Gabriele .
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  81. Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
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  82. Heterogeneous expectation, beliefs evolution and house price volatility. (2016). Zhang, Hao ; Yao, Haixiang ; Huang, Yuyuan .
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  83. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto.
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  84. Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.. (2016). Mantegna, Rosario N ; Piilo, Jyrki ; Micciche, Salvatore ; Marotta, Luca ; Musciotto, Federico.
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  85. Order book, financial markets, and self-organized criticality. (2016). Rapisarda, Andrea ; Pluchino, Alessandro ; Biondo, Alessio Emanuele.
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  86. Order Book, Financial Markets and Self-Organized Criticality. (2016). Biondo, Alessio Emanuele ; Rapisarda, Andrea ; Pluchino, Alessandro.
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  87. Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach. (2015). Westerhoff, Frank ; Dieci, Roberto.
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  88. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Karlis, Alexandros ; Terovitis, Spyridon ; Turner, Matthew ; Galanis, Giorgos.
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  89. Heterogeneity and Clustering of Defaults. (2015). Karlis, Alexandros ; Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos.
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  90. A Critique of Modern Money Theory and the Disequilibrium Dynamics of Banking and Government Finance. (2015). Zhi, Tianhao.
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  91. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
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  92. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan .
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  93. Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan .
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  94. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
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  95. Household debt and housing bubble: A Minskian approach to boom-bust cycles. (2015). Ryoo, Soon.
    In: UMASS Amherst Economics Working Papers.
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  96. Fundamentalists, chartists and asset pricing anomalies. (2015). Leal, Sandrine Jacob.
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  97. Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market. (2015). Rekik, Yosra Mefteh ; Boujelbene, Younes.
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  98. Fundamentalists, Chartists and Asset pricing anomalies. (2015). Leal, Sandrine Jacob.
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  99. A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities. (2015). Westerhoff, Frank ; Gardini, Laura ; Tramontana, Fabio.
    In: Mathematics and Computers in Simulation (MATCOM).
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  100. Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong.
    In: Journal of Banking & Finance.
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  101. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
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  102. Demand and supply effects of bargaining power shocks. (2015). Charpe, Matthieu ; Kuhn, Stefan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:21-32.

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  103. Symmetry breaking in a bull and bear financial market model. (2015). Westerhoff, Frank ; Sushko, Iryna ; Avrutin, Viktor ; Tramontana, Fabio.
    In: Chaos, Solitons & Fractals.
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  104. Real and financial interacting markets: A behavioral macro-model. (2015). Naimzada, Ahmad ; Pireddu, Marina.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:77:y:2015:i:c:p:111-131.

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  105. The limit distribution of evolving strategies in financial markets. (2015). Di Guilmi, Corrado ; Chiarella, Carl ; Carl, Chiarella ; Corrado, Di Guilmi .
    In: Studies in Nonlinear Dynamics & Econometrics.
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  106. Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach. (2015). Mantegna, Rosario ; Musciotto, Federico ; Piilo, Jyrki ; Micciche, Salvatore ; Marotta, Luca .
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  107. Modelling Financial Markets by Self-Organized Criticality. (2015). Biondo, A E ; Rapisarda, A ; Pluchino, A.
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  108. Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment. (2015). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail.
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  109. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos ; Karlis, Alexandros .
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  110. 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, .
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  111. Time Series Momentum and Market Stability. (2014). Li, Kai ; He, Xuezhong.
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  112. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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    RePEc:uts:finphd:13.

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  113. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:1-2014.

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  114. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
    In: Sciences Po publications.
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  115. Real and financial interacting oscillators: a behavioral macro-model with animal spirits. (2014). Naimzada, Ahmad ; Pireddu, Marina.
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  116. Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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  117. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Wagner, D. C. ; Guhr, T. ; Schmitt, T. A. ; Schafer, R. ; Wolf, D. E..
    In: Physica A: Statistical Mechanics and its Applications.
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  118. Herding, trend chasing and market volatility. (2014). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
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    RePEc:eee:dyncon:v:48:y:2014:i:c:p:349-373.

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  119. Heterogeneous beliefs in over-the-counter markets. (2014). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
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  120. Income Distribution, Consumer Debt and Keeping up with the Joneses. (2014). Ryoo, Soon ; Kim, Yun.
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  121. Micro and Macro Benefits of Random Investments in Financial Markets. (2014). Pluchino, Alessandro ; Rapisarda, Andrea ; Biondo, Alessio Emanuele.
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  122. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Wagner, Daniel C. ; Guhr, Thomas ; Schmitt, Thilo A. ; Schafer, Rudi ; Wolf, Dietrich E..
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  123. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
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  124. The Monetary Policy Implications of Behavioral Asset Bubbles. (2013). ap Gwilym, Rhys.
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    RePEc:wly:soecon:v:80:y:2013:i:1:p:252-270.

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  125. Herding, Trend Chasing and Market Volatility. (2013). Li, Kai ; He, Xuezhong ; Di Guilmi, Corrado.
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  126. Learning and Information Dissemination in Limit Order Markets. (2013). Wei, Lijian ; He, Xuezhong ; Zhang, Yongjie.
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  127. Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions. (2013). Panchenko, Valentyn ; Pavlov, Oleg V. ; Gerasymchuk, Sergiy .
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  128. Do price limits hurt the market?. (2013). Yang, Chun-Yi ; Yeh, Chia-Hsuan .
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  129. The Monetary Policy Implications of Behavioral Asset Bubbles. (2013). ap Gwilym, Rhys.
    In: Southern Economic Journal.
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  130. Are Random Trading Strategies More Successful than Technical Ones?. (2013). Helbing, Dirk ; Rapisarda, Andrea ; Pluchino, Alessandro ; Biondo, Alessio Emanuele.
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  131. Heterogeneous Beliefs in Over-The-Counter Markets. (2013). Ladley, Daniel ; Simaitis, Aistis ; de Kamps, Marc .
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  132. Minsky cycles in Keynesian models of growth and distribution. (2013). Ryoo, Soon.
    In: Review of Keynesian Economics.
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  133. House prices, bank instability, and economic growth: Evidence from the threshold model. (2013). Wang, Chun ; Pan, Huiran .
    In: Journal of Banking & Finance.
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  134. Asset price dynamics with heterogeneous beliefs and local network interactions. (2013). Panchenko, Valentyn ; Pavlov, Oleg V. ; Gerasymchuk, Sergiy .
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  135. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2013). Leal, Sandrine Jacob.
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  136. Are random trading strategies more successful than technical ones?. (2013). Biondo, A. E. ; Helbing, D. ; Rapisarda, A. ; Pluchino, A..
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  137. Value matters: Predictability of Stock Index Returns. (2013). Nardini, Franco ; Bormetti, Giacomo ; Marmi, Stefano ; Angelini, Natascia .
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  138. Agent-based models for economic policy design: Two illustrative examples. (2012). Westerhoff, Frank.
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  139. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong.
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  140. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329.

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  141. Endogenous time-varying risk aversion and asset return. (2012). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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  142. Animal spirits in the foreign exchange market. (2012). Rovira Kaltwasser, Pablo ; De Grauwe, Paul ; DeGrauwe, Paul.
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  143. Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model. (2012). Li, Kai ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:7:p:973-987.

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  144. Microscopic understanding of heavy-tailed return distributions in an agent-based model. (2012). Munnix, Michael C. ; Guhr, Thomas ; Schmitt, Thilo A. ; Schafer, Rudi .
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  145. A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis. (2011). Scheffknecht, Lukas ; Geiger, Felix.
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  146. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
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  147. Limit Distribution of Evolving Strategies in Financial Markets. (2011). Di Guilmi, Corrado ; Chiarella, Carl.
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  148. Heterogeneous Beliefs and Adaptive Behaviour in a Continuous-Time Asset Price Model. (2011). Li, Kai ; He, Xuezhong.
    In: Research Paper Series.
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  149. A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Quaderni di Dipartimento.
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  150. Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map. (2011). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Computational Economics.
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  151. 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.
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  152. Fundamentalists vs. chartists: Learning and predictor choice dynamics. (2011). Berardi, Michele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:5:p:776-792.

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  153. An analysis of the effect of noise in a heterogeneous agent financial market model. (2011). Zheng, Min ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:148-162.

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  154. THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS. (2011). Rosser, Barkley ; Palestrini, Antonio ; Gallegati, Mauro.
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  155. Identification of clusters of investors from their real trading activity in a financial market. (2011). Mantegna, Rosario ; Lillo, Fabrizio ; Tumminello, Michele ; Piilo, Jyrki .
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  156. Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model. (2010). Demary, Markus.
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  157. Market equilibria under procedural rationality. (2010). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Journal of Mathematical Economics.
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  158. Portfolio manager behavior and global financial crises. (2010). Feldman, Todd.
    In: Journal of Economic Behavior & Organization.
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  159. On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders. (2010). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura.
    In: Journal of Economic Behavior & Organization.
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  160. Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates. (2010). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
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  161. Examining the effectiveness of price limits in an artificial stock market. (2010). Yeh, Chia-Hsuan ; Yang, Chun-Yi .
    In: Journal of Economic Dynamics and Control.
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  162. The Monetary Policy Implications of Behavioural Asset Bubbles. (2010). ap Gwilym, Rhys.
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  163. Present Value Model, Bubbles and Returns Predictability: Sector‐Level Evidence. (2010). McMillan, David G.
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  164. Present Value Model, Bubbles and Returns Predictability: Sector-Level Evidence. (2010). McMillan, David G..
    In: Journal of Business Finance & Accounting.
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  165. Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs. (2010). Panchenko, Valentyn ; Pavlov, O. V. ; Gerasymchuk, S..
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  166. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
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  167. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
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  168. Asymmetry of technical analysis and market price volatility. (2009). He, Xuezhong ; Wang, Duo ; Zheng, Min.
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  169. The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets. (2009). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura ; Dieci, Roberto.
    In: Discrete Dynamics in Nature and Society.
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  170. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
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  171. Exchange Rate Dynamics: A Nonlinear Survey. (2009). Westerhoff, Frank H..
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  172. Does the market maker stabilize the market?. (2009). He, Xuezhong ; Chiarella, Carl ; Wang, Duo ; Zhu, Mei .
    In: Physica A: Statistical Mechanics and its Applications.
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  173. Some effects of transaction taxes under different microstructures. (2009). Westerhoff, Frank ; Pellizzari, Paolo.
    In: Journal of Economic Behavior & Organization.
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  174. Evidence on the contrarian trading in foreign exchange markets. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Economic Modelling.
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  175. Dynamic effects of increasing heterogeneity in financial markets. (2009). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Chaos, Solitons & Fractals.
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  176. Market Equilibria under Procedural Rationality. (2009). Bottazzi, Giulio ; Anufriev, Mikhail.
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  177. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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  178. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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  179. Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs. (2008). Gerasymchuk, Sergiy.
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  180. Heterogeneity, Market Mechanisms, and Asset Price Dynamics. (2008). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
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  181. Wealth-driven competition in a speculative financial market: examples with maximizing agents. (2008). Anufriev, Mikhail.
    In: Quantitative Finance.
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  182. Heterogeneity, convergence, and autocorrelations. (2008). Li, Youwei ; He, Xuezhong.
    In: Quantitative Finance.
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  183. Handbook on Information Technology in Finance. (2008). .
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  184. The Heterogeneous Agents Approach to Financial Markets – Development and Milestones. (2008). Dermietzel, Jorn.
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  185. Dynamic Regimes of a Multi-agent Stock Market Model. (2008). Yu, Tongkui ; Li, Honggang .
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  186. Fundamentalists vs. chartists: learning and predictor choice dynamics. (2008). Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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  187. A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence. (2008). Sbragia, Lucia ; Gardini, Laura.
    In: Computational Economics.
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  188. The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies. (2008). Westerhoff, Frank.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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  189. The stochastic bifurcation behaviour of speculative financial markets. (2008). Zheng, Min ; Chiarella, Carl ; Wang, Duo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:15:p:3837-3846.

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  190. Bifurcation routes to volatility clustering under evolutionary learning. (2008). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, Andrea.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:1:p:27-47.

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  191. Nonparametric, conditional pricing of higher order multivariate contingent claims. (2008). Giannopoulos, Kostas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:9:p:1907-1915.

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  192. Informational differences and learning in an asset market with boundedly rational agents. (2008). Dindo, Pietro ; Diks, Cees.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:5:p:1432-1465.

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  193. A simple finite-difference stock market model involving intrinsic value. (2008). Sergyeyev, Artur ; Meleck, Jan .
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:38:y:2008:i:3:p:769-777.

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  194. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
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  195. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
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  196. Exchange rate dynamics in a target zone: a heterogeneous expectations approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5864.

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  197. Asset price dynamics with small world interactions under hetereogeneous beliefs. (2007). Panchenko, Valentyn ; Gerasymchuk, Sergiy ; Pavlov, Oleg V..
    In: Working Papers.
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  198. Some Effects of Transaction Taxes Under Different Microstructures. (2007). Westerhoff, Frank ; Pellizzari, Paolo ; Pelizzari, Paolo.
    In: Research Paper Series.
    RePEc:uts:rpaper:212.

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  199. The Stochastic Dynamics of Speculative Prices. (2007). Zheng, Min ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:208.

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  200. Long Memory and Hysteresis. (2007). Peretti, Christian.
    In: Springer Books.
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  201. Wavelet Decomposition of the Financial Market. (2007). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2007:y:2007:i:1:id:296:p:38-54.

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  202. Fractal Properties of the Financial Market. (2007). Vacha, Lukas.
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:74:p:49-55.

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  203. Dynamic Effects of Increasing Heterogeneity in Financial Markets. (2007). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers.
    RePEc:mib:wpaper:111.

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  204. Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35. (2007). Valderas Jaramillo, Juan Manuel ; Olmedo, E. ; Velasco, F..
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:25_3_11.

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  205. Social Simulation of Stock Markets: Taking It to the Next Level. (2007). Hoffmann, Arvid ; A. O. I. Hoffmann, ; Jager, W. ; von Eije, J. H..
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2006-33-3.

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  206. Higher-Order Simulations: Strategic Investment Under Model-Induced Price Patterns. (2007). Bàrbara Llacay, ; Peffer, Gilbert.
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2006-23-2.

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  207. Heterogeneous Agents Model with the Worst Out Algorithm. (2007). Vošvrda, Miloslav ; Vacha, Lukas ; Vosvrda, Miloslav ; Vovrda, Miloslav .
    In: Czech Economic Review.
    RePEc:fau:aucocz:au2007_054.

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  208. Asset price dynamics in a financial market with heterogeneous trading strategies and time delays. (2007). Garofalo, Giuseppe ; Sansone, Alessandro .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:382:y:2007:i:1:p:247-257.

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  209. 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.

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  210. Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2080.

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  211. Behavioral Consistent Market Equilibria under Procedural Rationality. (2006). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:225.

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  212. Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis. (2006). He, Xuezhong ; Chiarella, Carl.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:108.

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  213. Heterogeneous Fundamentalists and Imitative Processes. (2006). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers.
    RePEc:mib:wpaper:104.

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  214. Wavelet Applications to Heterogeneous Agents Model. (2006). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2006_21.

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  215. Moving average rules as a source of market instability. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:370:y:2006:i:1:p:12-17.

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  216. Agent-based Computational Finance. (2006). LeBaron, Blake .
    In: Handbook of Computational Economics.
    RePEc:eee:hecchp:2-24.

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  217. Heterogeneous Agent Models in Economics and Finance. (2006). Hommes, Cars H..
    In: Handbook of Computational Economics.
    RePEc:eee:hecchp:2-23.

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  218. Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders. (2006). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1787-1835.

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  219. Asset price and wealth dynamics in a financial market with heterogeneous agents. (2006). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1755-1786.

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  220. A dynamic analysis of moving average rules. (2006). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1729-1753.

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  221. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2006). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:2:p:293-322.

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  222. A behavioral asset pricing model with a time-varying second moment. (2006). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:29:y:2006:i:3:p:535-555.

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  223. Market mood, adaptive beliefs and asset price dynamics. (2006). He, Xuezhong ; Gardini, Laura ; Foroni, Ilaria ; Dieci, Roberto.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:29:y:2006:i:3:p:520-534.

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  224. HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS. (2006). Palestrini, Antonio ; leombruni, roberto ; Gardini, Laura ; Gallegati, Mauro ; Bischi, Gian Italo.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:10:y:2006:i:04:p:502-528_05.

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  225. Informational differences and learning in an asset market with boundedly rational agents. (2006). Dindo, Pietro ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-11.

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  226. Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays. (2005). Sansone, Alessandro ; Garofalo, Giuseppe.
    In: Finance.
    RePEc:wpa:wuwpfi:0510026.

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  227. Market Mood, Adaptive Beliefs and Asset Price Dynamics. (2005). He, Xuezhong ; Gardini, Laura ; Foroni, Ilaria ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:162.

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  228. Long Memory, Heterogeneity and Trend Chasing. (2005). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:148.

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  229. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:147.

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  230. Heterogeneous Agent Models in Economics and Finance. (2005). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050056.

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  231. Heterogeneous Agent Models: Two Simple Case Studies. (2005). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050055.

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  232. The Dynamic Interaction of Speculation and Diversification. (2005). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:12:y:2005:i:1:p:17-52.

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  233. Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents. (2005). Anufriev, Mikhail.
    In: LEM Papers Series.
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  234. Asset Price Dynamics and Diversification with Heterogeneous Agents. (2005). Gardini, Laura ; Died, Roberto ; Chiarella, Carl.
    In: Lecture Notes in Economics and Mathematical Systems.
    RePEc:spr:lnechp:978-3-540-27296-0_17.

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  235. Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays. (2005). Garofalo, Giuseppe ; Sansone, Alessandro .
    In: Working Papers.
    RePEc:sap:wpaper:wp88.

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  236. Dynamical Agents Strategies and the Fractal Market Hypothesis. (2005). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav S..
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2005:y:2005:i:2:id:260:p:163-170.

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  237. Heterogeneous traders, price-volume signals, and complex asset price dynamics. (2005). Westerhoff, Frank.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:610803.

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  238. A robust rational route to randomness in a simple asset pricing model. (2005). Hommes, Cars ; Wang, Duo ; Huang, Hai .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:6:p:1043-1072.

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  239. Coordination, intermittency and trends in generalized Minority Games. (2005). De Martino, A. ; Giardina, I. ; Tedeschi, A..
    In: Papers.
    RePEc:arx:papers:cond-mat/0503762.

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  240. Heterogeneous Agent Models in Economics and Finance,
    In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006    . (2005). Hommes, Cars. In: CeNDEF Working Papers.
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  241. A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-02.

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  242. Heterogeneous Agents Models: two simple examples, forthcoming
    In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164.    . (2005). Hommes, Cars. In: CeNDEF Working Papers.
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  243. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:142.

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  244. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:141.

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  245. Commodity Markets, Price Limiters and Speculative Price Dynamics. (2004). Westerhoff, Frank ; He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:136.

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  246. Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents. (2004). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:134.

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  247. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:133.

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  248. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies. (2004). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/23.

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  249. The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:14.

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  250. The effect of different needs, decisionmaking processes and networkstructures on investor behavior and stock market dynamics : a simulation approach. (2004). Hoffmann, Arvid ; Jager, Wander .
    In: Research Report.
    RePEc:gro:rugsom:04b25.

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  251. The value of the S&P 500--A macro view of the stock market adjustment process. (2004). Chiarella, Carl ; Gao, Shenhuai.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2004:i:2:p:171-196.

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  252. MULTIASSET MARKET DYNAMICS. (2004). Westerhoff, Frank.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:8:y:2004:i:05:p:596-616_04.

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  253. A Dynamic Analysis of Moving Average Rules. (2004). Hommes, Cars ; He, Xuezhong ; Chiarella, Carl.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:04-14.

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  254. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan.
    In: CFS Working Paper Series.
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  255. THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES. (2003). Sornette, D ; Ide, K.
    In: International Journal of Modern Physics C (IJMPC).
    RePEc:wsi:ijmpcx:v:14:y:2003:i:03:n:s0129183103004462.

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  256. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:95.

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  257. A Dynamic Analysis of Speculation Across Two Markets. (2003). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:89.

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  258. Heterogeneous agent model with memory and asset price behaviour. (2003). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2003:y:2003:i:2:id:212.

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  259. Agent-Based Approach to Investors? Behavior and Asset Price Fluctuation in Financial Markets. (2003). TAKAHASHI, Hiroshi ; Terano, Takao .
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2002-35-3.

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  260. Adaptive and statistical expectations in a renewable resource market. (2003). Rosser, Barkley ; Gardini, Laura ; Foroni, Ilaria .
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:63:y:2003:i:6:p:541-567.

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  261. Stability, chaos and multiple attractors: a single agent makes a difference. (2003). Sieg, Gernot ; Onozaki, Tamotsu ; Yokoo, Masanori.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:10:p:1917-1938.

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  262. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER. (2003). He, Xuezhong ; Chiarella, Carl.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:7:y:2003:i:04:p:503-536_02.

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  263. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3.

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  264. Intermittent chaos in a model of financial markets with heterogeneous agents. (2003). Kaizoji, Taisei.
    In: Papers.
    RePEc:arx:papers:nlin/0312065.

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  265. Speculative bubbles and fat tail phenomena in a heterogeneous agent model. (2003). Kaizoji, Taisei.
    In: Papers.
    RePEc:arx:papers:nlin/0312040.

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  266. Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-03.

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  267. Modelling the Value of the S&P 500 - A System Dynamics Perspective. (2002). Chiarella, Carl ; Gao, S..
    In: Working Paper Series.
    RePEc:uts:wpaper:115.

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  268. An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:84.

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  269. A model of speculative behaviour with a strange attractor. (2002). Fernandez-Rodriguez, Fernando ; Garcia-Artiles, Maria-Dolores ; Martin-Gonzalez, Juan Manuel.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:9:y:2002:i:3:p:143-161.

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  270. Market force, ecology and evolution. (2002). Farmer, J..
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:11:y:2002:i:5:p:895-953.

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  271. Speculative behaviour and complex asset price dynamics: a global analysis. (2002). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:49:y:2002:i:2:p:173-197.

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  272. Heterogeneous Agent Model And Numerical Analysis Of Learning. (2002). Vošvrda, Miloslav ; Vacha, Lukas ; Vovrda, Miloslav .
    In: Bulletin of the Czech Econometric Society.
    RePEc:czx:journl:v:9:y:2002:i:17:id:112.

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  273. The Impact of Technical Analysis on Asset Price Dynamics. (2002). J. H. Steffi Yang, ; Satchell, Stephen E..
    In: Cambridge Working Papers in Economics.
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  274. Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data. (2002). Semmler, Willi ; Mittnik, Stefan ; Chiarella, Carl ; Zhu, Peiyuan .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:6:y:2002:i:1:n:2.

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  275. A Robust Rational Route to in a Simple Asset Pricing Model. (2002). Hommes, Cars ; Wang, D. ; Huang, H..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-08.

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  276. Endogenous fluctuations in the demand for education. (2001). Tuinstra, Jan ; Neugart, Michael.
    In: Discussion Papers, Research Unit: Labor Market Policy and Employment.
    RePEc:zbw:wzblpe:fsi01209.

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  277. Asset Price and Wealth Dynamics Under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:56.

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  278. Speculative Behaviour and Complex Asset Price Dynamics. (2001). Gardini, Laura ; Chiarella, Carl ; Dieci, Roberto.
    In: Research Paper Series.
    RePEc:uts:rpaper:49.

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  279. Bifurcation Routes to Volatility Clustering. (2001). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, Andrea ; Florian O. O. Wagener, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010015.

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  280. Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2001). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010014.

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  281. Financial markets as nonlinear adaptive evolutionary systems. (2001). Hommes, Cars.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:1:y:2001:i:1:p:149-167.

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  282. Asset price dynamics in a financial market with fundamentalists and chartists. (2001). Gardini, Laura ; Dieci, Roberto ; Chairella, Carl.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:528706.

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  283. Market mechanism and expectations in minority and majority games. (2001). Marsili, Matteo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:299:y:2001:i:1:p:93-103.

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  284. EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET. (2001). Lebaron, Blake.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:5:y:2001:i:02:p:225-254_01.

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  285. The Dynamics of the Linear Random Farmer Model. (2001). Carvalho, Rui .
    In: Papers.
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  286. Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars.
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