The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Published:1998-01 Issue:2 Volume:33 Page:143-165
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Lux Thomas

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference34 articles.

1. New Macroeconomic Modeling Approaches: Hierarchical Dynamics and Mean Field Approximations;Aoki;Journal of Economic Dynamics and Control,1994

2. Linear vs. Nonlinear Macroeconomics: A Statistical Test;Ashley;International Economic Review,1989

3. Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance;Brock;Estudios Economicos,1993

4. Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference;Brock,1991

5. Information Mirages in Experimental Asset Markets;Camerer;Journal of Business,1991

Cited by 444 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective;Applied Economics;2024-08-11

2. A Novel Hyperchaotic Financial System with Sinusoidal Hyperbolic Nonlinearity: From Theoretical Analysis to Adaptive Neural Fuzzy Controller Method;Chaos Theory and Applications;2024-03-31

3. Concentration Effects in a Kinetic Model with Wealth and Knowledge Exchanges;La Matematica;2024-01-16

4. A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction;International Review of Economics & Finance;2024-01

5. Bifurcation, chaos and multi-stability regions in an asset pricing model with three subsystems;Journal of Difference Equations and Applications;2023-12-21

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3