Heterogeneous Expectations, Dynamics, and Stability of Markets
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Other versions of this item:
- Laurence Lasselle & Serge Svizzero & Clem Tisdell, 2003. "Heterogeneous Expectations, Dynamics and Stability of Markets," Discussion Paper Series, Department of Economics 200308, Department of Economics, University of St. Andrews.
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- Hommes, Cars H., 2006.
"Heterogeneous Agent Models in Economics and Finance,"
Handbook of Computational Economics,in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186
- Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
- Brandouy, O., 2005.
"Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 349(1), pages 302-328.
- O. Brandouy, 2005. "Stock Markets as Minority Games : Cognitive Heterogeneity and Equilibrium Emergence," Post-Print hal-00171120, HAL.
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Keywordscobweb model; switching behaviour; Flip bifurcation; Neimark-Sacker bifurcation; resonance;
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-06-16 (All new papers)
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