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Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S..
In: CeNDEF Working Papers.
RePEc:ams:ndfwpp:05-12.

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  1. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2011). Westerhoff, Frank ; Franke, Reiner.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:78.

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  2. Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model. (2010). Demary, Markus.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20108.

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  3. Nonlinear oil price dynamics: a tale of heterogeneous speculators?. (2008). Reitz, Stefan ; Slopek, Ulf Dieter .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7552.

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  4. 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.

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  5. Humans, Robots and Market Crashes: A Laboratory Study ∗. (2008). Friedman, Daniel ; Feldman, Todd.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt4kf382p6.

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  6. Interacting Agents in Finance. (2006). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060029.

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  7. 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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  8. Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006.. (2006). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-01.

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

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  10. 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.
    RePEc:ams:ndfwpp:05-03.

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