The Dynamics of Speculative Behaviour

A number of recent emirical studies cast some doubt on the random walk theory of asset prices and suggest these display significant transitory components and complex chaotic motion. This paper analyses a model of fundamentalists and chartists which can generate a number of dynamic regimes which are compatible with the recent empirical evidence

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Year of publication:	[2006]
Authors:	Chiarella, Carl
Publisher:	[2006]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (35 p)
Series:	UTS Working Paper ; No. 13
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1992 erstellt
Other identifiers:	10.2139/ssrn.883558 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012734388