1. Why risk attitude differs between macro and micro level? A decoherence perspective. (2024). Yi, Zhen ; Zhang, Yuwei ; Zhu, Chao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997.

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2. An empirical characterization of volatility in the German stock market. (2023). Virla, Leonardo Quero.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00508-2.

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3. The persistence of economic sentiment: a trip down memory lane. (2023). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00371-8.

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4. Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Stefan, F M ; Atman, A. P. F., .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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5. Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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6. Government intervention model based on behavioral heterogeneity for China’s stock market. (2022). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei ; Li, Jie.
   In: Financial Innovation.
   RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00408-8.

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7. Estimating a model of herding behavior on social networks. (2022). , Maxime.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

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8. Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Cuena, Eva Camacho ; Lux, Thomas.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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9. Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Camacho-Cuena, Eva ; Lux, Thomas.
   In: MPRA Paper.
   RePEc:pra:mprapa:107317.

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10. Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673.

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11. Cross-correlation complexity and synchronization of the financial time series on Potts dynamics. (2020). Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318424.

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12. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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13. Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics. (2019). Makarewicz, Tomasz.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:141.

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14. Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum. (2019). Shi, Yong ; Tang, Ye-Ran ; Long, Wen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:246-259.

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

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16. Estimating heterogeneous agents behavior in a two-market financial system. (2018). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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

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18. Calibrating emergent phenomena in stock markets with agent based models. (2018). Fievet, Lucas ; Sornette, Didier.
    In: PLOS ONE.
    RePEc:plo:pone00:0193290.

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19. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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

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21. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus.
    In: Papers.
    RePEc:arx:papers:1712.05121.

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22. How the heterogeneity in investment horizons affects market trends. (2017). Li, Rongrong ; Sun, Qiankun.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:15:p:1473-1482.

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23. The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong (Tony).
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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24. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02312186.

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25. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02000726.

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26. A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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27. Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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28. Asymmetric return rates and wealth distribution influenced by the introduction of technical analysis into a behavioral agent based model. (2017). Stefan, F M ; A. P. F. Atman, .
    In: Papers.
    RePEc:arx:papers:1711.08282.

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29. A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia.
    In: Working Papers Series.
    RePEc:thk:wpaper:42.

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30. A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/16.

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31. Empirical properties of a heterogeneous agent model in large dimensions. (2016). Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-02088097.

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32. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Gontis, V ; Havlin, S ; Stanley, H E ; Podobnik, B ; Kononovicius, A.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:1091-1102.

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33. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Gontis, Vygintas ; Havlin, Shlomo ; Stanley, Eugene H ; Podobnik, Boris ; Kononovicius, Aleksejus.
    In: Papers.
    RePEc:arx:papers:1507.05203.

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34. Estimating heterogeneous agents behavior in a two-market financial system. (2015). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:48.

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35. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:364.

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36. Macroeconomic Consequences of Lumpy Investment under Uncertainty. (2015). Murakami, Hiroki ; Kimura, Yosuke ; Hiroki, Murakami ; Yosuke, Kimura ; Yoshiyuki, Arata.
    In: Discussion papers.
    RePEc:eti:dpaper:15120.

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37. Estimating heterogeneous agents behavior with different investment horizons in stock markets. (2014). .
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38. Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Wang, Jun ; Niu, Hongli.
    In: Computational Statistics.
    RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063.

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39. Communication impacting financial markets. (2014). Dellaportas, Petros ; Vrontos, Ioannis ; Galam, Serge ; Andersen, Jorgen Vitting.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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40. Fractal markets: Liquidity and investors on different time horizons. (2014). Nishimura, Yusaku ; Men, Ming ; Li, Da-Ye .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:407:y:2014:i:c:p:144-151.

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41. Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach. (2013). Lux, Thomas.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:2:p:217-248.

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42. Inference for systems of stochastic differential equations from discretely sampled data: A numerical maximum likelihood approach. (2012). Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1781.

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1. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
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2. Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99. (2006). Spencer, Peter.
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3. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
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4. The Dynamics of the Short-Term Interest Rate in the UK. (2005). Bernales, Alejandro ; Beuermann, Diether ; Antoniou, Antonios.
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5. ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
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6. Discounting the distant future: How much does model selection affect the certainty equivalent rate?. (2005). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Koundouri, Phoebe ; Groom, Ben.
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7. A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions. (2005). Phillips, Peter ; Bandi, Federico M..
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8. Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates. (2004). Fendel, Ralf.
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9. Calibration of Interest Rate Models - Transition Market Case. (2004). Vojtek, Martin.
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10. On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates. (2004). Rodrigues, Paulo ; Rubia, Antonio.
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11. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Junker, Markus ; Szimayer, Alexander.
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12. Does the Term Spread Play a Role in the Feds Reaction Function? An Empirical Investigation. (2004). Vázquez, Jesús.
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13. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC. (2004). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob.
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14. Bayesian Analysis of Continuous Time Models of the Australian Short Rate. (2004). Martin, Gael ; Sanford, Andrew D..
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15. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
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16. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields. (2004). Singleton, Kenneth ; Yang, Wei ; Dai, Qiang.
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17. Does the Term Spread play a role in the FEDs reaction function? An Empirical Investigation. (2004). .
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18. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC. (2004). King, Maxwell ; Hyndman, Rob ; Zhang, Xibin.
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19. Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?. (2004). Vázquez, Jesús.
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20. Market Valuation and Risk Assessment of Canadian Banks. (2004). Yuan, Mingwei ; Liu, Ying ; Papakirykos, Eli .
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21. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility. (2003). Steel, Mark ; Griffin, James E..
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22. Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad. (2003). Valachy, Juraj ; Kočenda, Evžen.
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23. A two-factor model of the German term structure of interest rates. (2003). Luis, Jorge ; Cassola, Nuno.
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24. Quasi-maximum likelihood estimates of Kiwi short-term interest rate. (2003). Treepongkaruna, Sirimon.
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25. Bootstrap Specification Tests for Diffusion Processes. (2003). Swanson, Norman ; Corradi, Valentina.
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26. Does the Black-Scholes formula work for electricity markets? A nonparametric approach. (2003). Hjalmarsson, Erik.
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27. Itô conditional moment generator and the estimation of short rate processes. (2003). Zhou, Hao.
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28. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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29. Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus.
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30. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; M. Gentile, R. Reno, ; Dosi, Giovanni ; Castaldi, Carolina.
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31. Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries. (2002). Vahid, Farshid ; Athanasopoulos, George ; Anderson, Heather.
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32. Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?. (2002). .
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33. A Non-Parametric Dimension Test of the Term Structure. (2002). Rubio, Gonzalo.
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34. An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices. (2001). Jagannathan, Ravi ; Sun, Steve Guoqiang ; Kaplin, Andrew.
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35. Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate. (2001). Yu, Jun ; Phillips, Peter.
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36. A nonparametric dimension test of the term structure. (2001). Gil-Bazo, Javier ; Rubio, Gonzalo.
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37. An Asset Allocation Puzzle: Comment. (2001). Portait, Roland ; Jordan, James V. ; Bajeux-Besnainou, Isabelle.
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38. On identification of continuous time stochastic processes. (2000). Berkowitz, Jeremy.
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39. Accelerated Asymptotics for Diffusion Model Estimation. (2000). Phillips, Peter ; Bandi, Federico.
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40. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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41. Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo.
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42. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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43. Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T..
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44. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Richardson, Matthew ; Boudoukh, Jacob.
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45. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Whitelaw, Robert ; Stanton, Richard ; Richardson, Matthew ; Boudoukh, Jacob.
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46. Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets. (1999). Remolona, Eli ; Fung, Ben.
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47. Regime Switches in Interest Rates. (1998). Bekaert, Geert ; Ang, Andrew.
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48. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
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49. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
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50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
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