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Models of complexity in economics and finance

Brock, William A.; Hommes, Cars H. - 1997

Persistent link: https://www.econbiz.de/10000973851

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

Brock, William A.; Hommes, Cars H. - 1996

Persistent link: https://www.econbiz.de/10000944380

Heterogeneous beliefs and routes to chaos in a simple asset pricing model

Brock, William A. - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1235-1274

Persistent link: https://www.econbiz.de/10001250766

Bifurcation routes to volatility clustering

Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000

Persistent link: https://www.econbiz.de/10001554484

Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts

Brock, William A. (contributor); Hommes, Cars H. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656894

Coordination of expectations in asset pricing experiments

Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - 2003

Persistent link: https://www.econbiz.de/10001791800

Coordination of expectations in asset pricing experiments

Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - In: The review of financial studies 18 (2005) 3, pp. 955-980

Persistent link: https://www.econbiz.de/10003133569

A strategy experiment in dynamic asset pricing

Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - In: Journal of economic dynamics & control 29 (2005) 4, pp. 823-843

Persistent link: https://www.econbiz.de/10002705198

A robust rational route to randomness in a simple asset pricing model

Hommes, Cars H.; Huang, Hai; Wang, Duo - In: Journal of economic dynamics & control 29 (2005) 6, pp. 1043-1072

Persistent link: https://www.econbiz.de/10002855709

Behavioral Heterogeneity in Stock Prices

Boswijk, Herman Peter; Hommes, Cars H.; Manzan, Sebastiano - 2009

We estimate a dynamic asset pricing model characterized by heterogeneous boundedly rational agents. The fundamental value of the risky asset is publicly available to all agents, but they have different beliefs about the persistence of deviations of stock prices from the fundamental benchmark. An...

Persistent link: https://www.econbiz.de/10014047218