Heterogeneous agent models in financial markets: A nonlinear dynamics approach
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2018.11.016
Abstract: 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 rational expectation theory.… read more here.
Keywords: facts anomalies; financial markets; stylized facts; dynamics approach ... See more keywords
Some stylized facts of the cryptocurrency market
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics"
DOI: 10.1080/00036846.2018.1488076
Abstract: ABSTRACT We examine the stylized facts of eight forms of cryptocurrencies representing almost 70% of cryptocurrency market capitalization. In particular, the empirical results show that (1) there exists heavy tails for all the returns of… read more here.
Keywords: facts cryptocurrency; cryptocurrency market; stylized facts;
Environmental Change and Human Migration: Stylized Facts from Puerto Rico and Honduras
Sign Up to like & getrecommendations! Published in 2020 at "Coastal Management"
DOI: 10.1080/08920753.2020.1795968
Abstract: Abstract Prior to Hurricane Mitch at the end of the 20th century, migration from Honduras to the United States was confined to a few sending and receiving areas linking, for example, the Caribbean coast of… read more here.
Keywords: stylized facts; change human; environmental change; migration ... See more keywords
Noise and Financial Stylized Facts: A Stick Balancing Approach
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DOI: 10.3390/e25040557
Abstract: In this work, we address the beneficial role of noise in two different contexts, the human brain and financial markets. In particular, the similitude between the ability of financial markets to maintain in equilibrium asset… read more here.
Keywords: stylized facts; stick balancing; financial markets; financial stylized ... See more keywords