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Asset price and wealth dynamics in a financial market with heterogeneous agents

, , and . Journal of Economic Dynamics and Control, 30 (9-10): 1755--1786 (00 2006)

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An analysis of the complex dynamic behaviour of nonlinear oligopoly models with time delays, and . Chaos, Solitons & Fractals, 7 (12): 2049--2065 (December 1996)The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach., , , and . Autom., 42 (8): 1381-1393 (2006)Foundations for a disequilibrium theory of the business cycle, , and . Cambridge Univ. Press, Cambridge u.a., (2005)Bounded continuously distributed delays in dynamic oligopolies, and . Chaos, Solitons & Fractals, 18 (5): 977--993 (December 2003)Asset price and wealth dynamics in a financial market with heterogeneous agents, , and . Journal of Economic Dynamics and Control, 30 (9-10): 1755--1786 (00 2006)Evaluation of American strangles, and . Journal of Economic Dynamics and Control, 29 (1-2): 31--62 (January 2005)A dynamic analysis of moving average rules, , and . Journal of Economic Dynamics and Control, 30 (9-10): 1729--1753 (00 2006)Modeling and Control of Economic Systems 2001, , , and . chapter A Stochastic Blanchard Model with a State-of-Market Dependent Reaction Coefficient, page 309--313. Elsevier Science Ltd, Oxford, (2003)Innovation and the transfer of technology : A leader-follower model, , and . Economic Modelling, 6 (4): 452--456 (October 1989)The feedback channels in macroeconomics: analytical foundations for structural econometric model building., , , and . Central Eur. J. Oper. Res., 14 (3): 261-288 (2006)