Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Brock, William A.
and
Hommes, Cars H.
2002.
Equilibrium, Markets and Dynamics.
p.
245.
Christoffersen, Peter
and
Diebold, Francis X.
2003.
Financial Asset Returns, Direction-of-Change Forecasting and Volatility Dynamics.
SSRN Electronic Journal,
Hommes, C. H.
2005.
Heterogeneous Agent Models in Economics and Finance.
SSRN Electronic Journal,
Hommes, C. H.
2005.
Heterogeneous Agent Models: Two Simple Case Studies.
SSRN Electronic Journal,
Brock, William A.
Hommes, Cars H.
and
Wagener, Florian O.O.
2005.
Evolutionary dynamics in markets with many trader types.
Journal of Mathematical Economics,
Vol. 41,
Issue. 1-2,
p.
7.
Goldbaum, David
2005.
Market efficiency and learning in an endogenously unstable environment.
Journal of Economic Dynamics and Control,
Vol. 29,
Issue. 5,
p.
953.
Hommes, Cars
2005.
Nonlinear Dynamical Systems in Economics.
Vol. 476,
Issue. ,
p.
131.
Wu, Jin (Ginger)
2006.
Divergence of Opinion, Arbitrage Costs and Stock Returns.
SSRN Electronic Journal,
Hommes, Cars H.
2006.
Vol. 2,
Issue. ,
p.
1109.
Granger, Clive W.J.
and
Machina, Mark J.
2006.
Structural attribution of observed volatility clustering.
Journal of Econometrics,
Vol. 135,
Issue. 1-2,
p.
15.
Christoffersen, Peter F.
and
Diebold, Francis X.
2006.
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics.
Management Science,
Vol. 52,
Issue. 8,
p.
1273.
Brock, William
Dindo, Pietro
and
Hommes, Cars
2006.
Adaptive rational equilibrium with forward looking agents.
International Journal of Economic Theory,
Vol. 2,
Issue. 3-4,
p.
241.
Samanidou, E
Zschischang, E
Stauffer, D
and
Lux, T
2007.
Agent-based models of financial markets.
Reports on Progress in Physics,
Vol. 70,
Issue. 3,
p.
409.
Dudek, Maciej K.
2007.
A Consistent Route to Randomness.
SSRN Electronic Journal,
Shimokawa, Tetsuya
Suzuki, Kyoko
and
Misawa, Tadanobu
2007.
An agent-based approach to financial stylized facts.
Physica A: Statistical Mechanics and its Applications,
Vol. 379,
Issue. 1,
p.
207.
Gaunersdorfer, Andrea
and
Hommes, Cars
2007.
Long Memory in Economics.
p.
265.
Hommes, C. H.
and
Wagener, Florian O. O.
2008.
Complex Evolutionary Systems in Behavioral Finance.
SSRN Electronic Journal,
Goldbaum, David
and
Mizrach, Bruce
2008.
Estimating the intensity of choice in a dynamic mutual fund allocation decision.
Journal of Economic Dynamics and Control,
Vol. 32,
Issue. 12,
p.
3866.
Vanden, Joel M.
2008.
Information Quality and Options.
Review of Financial Studies,
Vol. 21,
Issue. 6,
p.
2635.
Xue, Yi
and
Gencay, Ramazan
2008.
Trading Frequency and Volatility Clustering.
SSRN Electronic Journal,