Oscillatory dynamics in a continuous-time delay asset price model with dynamical fundamental price
Xunxia Xu, Jia Liu, Liuxiao Guo, Zhenyuan Xu
| Year of publication: |
March 2015
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|---|---|
| Authors: | Xu, Xunxia ; Liu, Jia ; Guo, Liuxiao ; Xu, Zhenyuan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 3, p. 517-529
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| Subject: | Heterogeneous beliefs | Asset price model | Stability | Fundamental price | delay differential equation | Hopf bifurcation | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9428-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011415626