Skip to main content

Research Repository

Advanced Search

Outputs (1)

Heterogeneous agent models in financial markets: A nonlinear dynamics approach (2018)
Journal Article
He, X. Z., Li, Y., & Zheng, M. (2019). Heterogeneous agent models in financial markets: A nonlinear dynamics approach. International review of financial analysis, 62, 135-149. https://doi.org/10.1016/j.irfa.2018.11.016

Studies on financial markets have accumulated consistent evidences of stylized facts and anomalies, which can be characterized by stochastic switching among different co-existing market states but yet difficult to reconcile with traditionally rationa... Read More about Heterogeneous agent models in financial markets: A nonlinear dynamics approach.