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INFORMATION DYNAMICS IN FINANCIAL MARKETS. (2000). de Fontnouvelle, Patrick .
In: Macroeconomic Dynamics.
RePEc:cup:macdyn:v:4:y:2000:i:02:p:139-169_01.

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  1. Market distraction and near-zero daily volatility persistence. (2022). Wang, Jianxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000023.

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  2. Trading frequency and volatility clustering. (2012). Xue, Yi ; Gencay, Ramazan ; Genay, Ramazan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:760-773.

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  3. Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs. (2010). Panchenko, Valentyn ; Pavlov, O. V. ; Gerasymchuk, S..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:10-02.

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  4. Bubbles and crashes: Gradient dynamics in financial markets. (2009). Friedman, Daniel ; Abraham, Ralph .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:4:p:922-937.

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

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  6. Estimating the intensity of choice in a dynamic mutual fund allocation decision. (2008). Mizrach, Bruce ; Goldbaum, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:12:p:3866-3876.

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

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  8. An agent-based approach to financial stylized facts. (2007). Suzuki, Kyoko ; Shimokawa, Tetsuya ; Misawa, Tadanobu .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:379:y:2007:i:1:p:207-225.

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  9. Agent-based Models of Financial Markets. (2007). Lux, Thomas ; Stauffer, D. ; Zschischang, E. ; Samanidou, E..
    In: Papers.
    RePEc:arx:papers:physics/0701140.

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  10. Microscopic models of financial markets. (2006). Lux, Thomas ; Stauffer, Dietrich ; Zschischang, Elmar ; Samanidou, Egle.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5162.

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  11. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2006). Diebold, Francis ; Christoffersen, Peter.
    In: Management Science.
    RePEc:inm:ormnsc:v:52:y:2006:i:8:p:1273-1287.

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  12. Structural attribution of observed volatility clustering. (2006). Machina, Mark ; Granger, Clive.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:15-29.

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  13. More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-12.

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

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  15. Evolutionary dynamics in markets with many trader types. (2005). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:1-2:p:7-42.

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  16. Market efficiency and learning in an endogenously unstable environment. (2005). Goldbaum, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:5:p:953-978.

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  17. Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont.. (2005). Hommes, Cars ; Dindo, Pietro ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-15.

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  18. 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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  19. 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.
    RePEc:ams:ndfwpp:05-01.

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  20. Financial asset returns, direction-of-change forecasting, and volatility dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200408.

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  21. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-009.

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  22. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10009.

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  23. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis ; Christoffersen, Peter.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-02.

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  24. Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts. (2002). Hommes, Cars ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:20023.

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  25. Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-10.

    Full description at Econpapers || Download paper

  26. Evolutionary dynamics in financial markets with many trader types. (2001). Hommes, Cars ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:20017.

    Full description at Econpapers || Download paper

  27. Microscopic Models of Financial Markets. (2001). Lux, Thomas ; Stauffer, D. ; Zschischang, E. ; Samanidou, E..
    In: Papers.
    RePEc:arx:papers:cond-mat/0110354.

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  28. Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts. (2001). Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:01-05.

    Full description at Econpapers || Download paper

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