| 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 |
266 |
| A minimal noise trader model with realistic time series properties |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
388 |
| A minimal noise trader model with realistic time series properties |
1 |
1 |
2 |
72 |
1 |
1 |
4 |
316 |
| A noise trader model as a generator of apparent financial power laws and long memory |
1 |
2 |
5 |
253 |
1 |
2 |
7 |
881 |
| Agent-based Models of Financial Markets |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
232 |
| Applications of statistical physics in finance and economics |
0 |
0 |
3 |
689 |
0 |
1 |
6 |
2,194 |
| Detecting multi-fractal properties in asset returns: The failure of the scaling estimator |
0 |
0 |
1 |
135 |
0 |
0 |
1 |
331 |
| Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation |
0 |
2 |
2 |
133 |
0 |
2 |
2 |
302 |
| Extreme Value Theory as a Theoretical Background for Power Law Behavior |
0 |
1 |
2 |
106 |
0 |
1 |
2 |
330 |
| Financial power laws: Empirical evidence, models, and mechanism |
0 |
1 |
1 |
256 |
0 |
2 |
2 |
577 |
| Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
550 |
| Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching |
0 |
1 |
1 |
361 |
0 |
1 |
5 |
989 |
| Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models |
0 |
0 |
1 |
242 |
0 |
2 |
7 |
706 |
| Genetic Learning and the Stylized Facts of Foreign Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
209 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
197 |
| Genetic learning as an explanation of stylized facts of foreign exchange markets |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
431 |
| Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
120 |
| Microscopic Models of Financial Markets |
1 |
1 |
1 |
13 |
1 |
1 |
1 |
64 |
| Microscopic models of financial markets |
0 |
0 |
0 |
178 |
1 |
1 |
3 |
518 |
| Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
142 |
| On Dynamics in An Asset Pricing Model with Heterogeneous Expectations |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
593 |
| On Rational Bubbles and Fat Tails |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
125 |
| Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
207 |
| Reintegrating the Social Sciences: The Dahlem Group |
0 |
0 |
2 |
154 |
0 |
1 |
3 |
250 |
| Stochastic behavioral asset pricing models and the stylized facts |
0 |
0 |
0 |
126 |
0 |
0 |
3 |
345 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
1 |
2 |
2 |
432 |
2 |
4 |
10 |
961 |
| The Financial Crisis and the Systemic Failure of Academic Economics |
0 |
0 |
1 |
586 |
2 |
6 |
21 |
1,460 |
| The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility |
0 |
1 |
3 |
568 |
0 |
2 |
6 |
1,356 |
| The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility |
0 |
0 |
0 |
244 |
1 |
3 |
8 |
765 |
| The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation |
0 |
0 |
0 |
241 |
0 |
0 |
3 |
1,248 |
| The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
335 |
| The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting |
0 |
0 |
0 |
561 |
0 |
1 |
4 |
1,291 |
| Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach |
0 |
1 |
2 |
131 |
3 |
4 |
6 |
474 |
| Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach |
0 |
1 |
1 |
96 |
1 |
2 |
3 |
258 |
| True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence |
0 |
0 |
0 |
100 |
0 |
1 |
2 |
276 |
| True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
76 |
| Total Working Papers |
4 |
14 |
33 |
6,392 |
14 |
41 |
120 |
19,763 |
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