//-->
Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus, (2010)
Asset price dynamics with time-varying second moment
Chiarella, Carl, (2004)
Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl, (2005)
A mechanism of international transmission of financial crises
Kaizoji, Taisei, (2002)
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents
Kaizoji, Taisei, (2005)
Multiple equilibria and chaos in a discrete tâtonnement process
Kaizoji, Taisei, (2010)