Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach
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Cited by:
- Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018.
"Estimating heterogeneous agents behavior in a two-market financial system,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 491-510, October.
- Chen, Zhenxi & Huang, Weihong & Zheng, Huanhuan, 2015. "Estimating heterogeneous agents behavior in a two-market financial system," FinMaP-Working Papers 48, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, March.
- Huang, Weihong & Chen, Zhenxi, 2014. "Modeling regional linkage of financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 18-31.
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More about this item
Keywords
Coupled map lattices; heterogeneous agents; multi-market interaction;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-SEA-2013-02-03 (South East Asia)
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