| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A minimal noise trader model with realistic time series |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
268 |
| A minimal noise trader model with realistic time series properties |
0 |
0 |
1 |
96 |
0 |
0 |
3 |
391 |
| A minimal noise trader model with realistic time series properties |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
319 |
| A noise trader model as a generator of apparent financial power laws and long memory |
0 |
0 |
1 |
258 |
0 |
0 |
2 |
889 |
| Agent-based Models of Financial Markets |
2 |
2 |
4 |
84 |
2 |
4 |
12 |
248 |
| Applications of statistical physics in finance and economics |
1 |
1 |
1 |
690 |
1 |
1 |
3 |
2,199 |
| Detecting multi-fractal properties in asset returns: The failure of the scaling estimator |
0 |
0 |
0 |
135 |
0 |
0 |
0 |
331 |
| Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation |
0 |
0 |
0 |
133 |
0 |
1 |
4 |
307 |
| Extreme Value Theory as a Theoretical Background for Power Law Behavior |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
332 |
| Financial power laws: Empirical evidence, models, and mechanism |
0 |
1 |
3 |
260 |
0 |
1 |
8 |
586 |
| Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
553 |
| Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching |
0 |
0 |
0 |
361 |
0 |
1 |
3 |
993 |
| Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models |
0 |
0 |
1 |
243 |
0 |
2 |
11 |
720 |
| Genetic Learning and the Stylized Facts of Foreign Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
210 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
0 |
0 |
0 |
124 |
1 |
2 |
2 |
433 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
198 |
| Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments |
0 |
0 |
0 |
32 |
1 |
2 |
2 |
123 |
| Microscopic Models of Financial Markets |
0 |
0 |
0 |
13 |
2 |
3 |
4 |
68 |
| Microscopic models of financial markets |
1 |
1 |
1 |
179 |
1 |
5 |
10 |
532 |
| Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components |
0 |
1 |
1 |
55 |
0 |
1 |
2 |
144 |
| On Dynamics in An Asset Pricing Model with Heterogeneous Expectations |
0 |
0 |
0 |
185 |
0 |
1 |
1 |
594 |
| On Rational Bubbles and Fat Tails |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
131 |
| Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
209 |
| Reintegrating the Social Sciences: The Dahlem Group |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
254 |
| Stochastic behavioral asset pricing models and the stylized facts |
0 |
1 |
1 |
129 |
0 |
1 |
4 |
353 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
2 |
589 |
1 |
3 |
19 |
1,491 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
2 |
434 |
0 |
0 |
4 |
969 |
| The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility |
3 |
3 |
9 |
584 |
4 |
6 |
25 |
1,401 |
| The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility |
0 |
0 |
1 |
245 |
2 |
4 |
20 |
790 |
| The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation |
0 |
0 |
0 |
241 |
2 |
4 |
5 |
1,258 |
| The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
337 |
| The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting |
0 |
0 |
0 |
561 |
2 |
3 |
4 |
1,296 |
| Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach |
0 |
0 |
1 |
132 |
1 |
2 |
4 |
478 |
| Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach |
0 |
0 |
0 |
96 |
1 |
1 |
3 |
261 |
| True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence |
0 |
0 |
0 |
100 |
1 |
1 |
1 |
277 |
| True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
77 |
| Total Working Papers |
7 |
10 |
31 |
6,442 |
25 |
52 |
167 |
20,020 |
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