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Volumn 22, Issue 2-3, 2003, Pages 213-223

Asset Price Dynamics among Heterogeneous Interacting Agents

Author keywords

asset price dynamics; geneticalgorithms; rational herding

Indexed keywords


EID: 84867975293     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1026137931041     Document Type: Article
Times cited : (32)

References (13)
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    • Arthur, W.B.1
  • 5
    • 0001288049 scopus 로고    scopus 로고
    • A rational route to randomness
    • Brock, W. A. and Hommes, C. (1997). A rational route to randomness. Econometrica, 65, 1235-1274.
    • (1997) Econometrica , vol.65 , pp. 1235-1274
    • Brock, W.A.1    Hommes, C.2
  • 6
    • 85008776505 scopus 로고    scopus 로고
    • Asset price and wealth dynamics under heterogeneous expectations
    • Chiarella, C. and He, X. Z. (2001a). Asset price and wealth dynamics under heterogeneous expectations. Quantitative Finance, 5, 509-526.
    • (2001) Quantitative Finance , vol.5 , pp. 509-526
    • Chiarella, C.1    He, X.Z.2
  • 7
    • 84867947516 scopus 로고    scopus 로고
    • Heterogeneous beliefs, risk and learning in a simple asset pricing model
    • Chiarella, C. and He, X. Z. (2001b). Heterogeneous beliefs, risk and learning in a simple asset pricing model. Computational Economics, 19, 95-132.
    • (2001) Computational Economics , vol.19 , pp. 95-132
    • Chiarella, C.1    He, X.Z.2
  • 10
    • 0033545290 scopus 로고    scopus 로고
    • Scaling and criticality in a stochastic multi-agent model of financial market
    • Lux, T. and Marchesi, M. (1999). Scaling and criticality in a stochastic multi-agent model of financial market. Nature, 397, 498-500.
    • (1999) Nature , vol.397 , pp. 498-500
    • Lux, T.1    Marchesi, M.2
  • 12
    • 0033455353 scopus 로고    scopus 로고
    • Adaptive learning in financial markets
    • Routledge, B. R. (1999). Adaptive learning in financial markets. The Review of Financial Studies, 12(5), 1165-202.
    • (1999) The Review of Financial Studies , vol.12 , Issue.5 , pp. 1165-1202
    • Routledge, B.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.