Search Results - subject:"Nonlinear dynamics"

NONLINEAR MARKET DYNAMICS BETWEEN STOCK RETURNS AND TRADING VOLUME: EMPIRICAL EVIDENCES FROM ASIAN STOCK MARKETS

Chuang, Wu-Jen; Ou-Yang, Liang-Yuh; Lo, Wen-Chen - In: Analele Stiintifice ale Universitatii "Alexandru Ioan … 56 (2009) November, pp. 621-634

Recent empirical researches report that nonlinear dynamics is present in asset returns because of noise traders … involved in the market. This study examines whether there exists any nonlinear dynamics in Asian stock markets. We employ the … results show nonlinear dynamics exist between stock returns and trading volume in the stock market. Moreover, trading volume …

Persistent link: https://www.econbiz.de/10008474788

Environmental policy and the macroeconomy under shallow-lake dynamics

Heijdra, Ben J.; Heijnen, Pim - 2009

We study the environmental and economic effects of public abatement in the presence of multiple stable steady-state ecological equilibria. Under shallow-lake dynamics (SLD), the isocline for the stock of pollution features two stable branches, a good and a bad one. Assuming that the ecology is...

Persistent link: https://www.econbiz.de/10003910506

Worker safety and markets dynamics

Norin, Anna - 2009

Persistent link: https://www.econbiz.de/10003833882

Shallow lake economics run deep : nonlinear aspects of an economic-ecological interest conflict

Wagener, Florian Oskar Ottokar - 2009

Persistent link: https://www.econbiz.de/10003850880

Nonlinear Dynamical Model of Regime Switching between Conventions and Business Cycles

Jukalov, Vjačeslav I.; Sornette, Didier; Yukalova, E.P - 2009

We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes into account (i) the price formation delay between...

Persistent link: https://www.econbiz.de/10014053549

The experimental signals analysis for bubbly oil-in-water flow using multi-scale weighted-permutation entropy

Chen, Xin; Jin, Ning-De; Zhao, An; Gao, Zhong-Ke; Zhai, … - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 230-244

We firstly combine multi-scale method (MS) and weighted-permutation entropy (WPE) to analyze chaotic, noisy, and fractal time series, and find that MSWPE can distinguish different nonlinear time series and exhibit a better robustness in the presence of higher levels of noise, a task that...

Persistent link: https://www.econbiz.de/10011077843

Nonlinear dynamics in a Cournot duopoly with isoelastic demand

Fanti, Luciano; Gori, Luca; Sodini, Mauro - In: Mathematics and Computers in Simulation (MATCOM) 108 (2015) C, pp. 129-143

This paper analyses the dynamics of a nonlinear Cournot duopoly with general isoelastic demand (quasi-linear preferences) and quantity-setting firms that have incomplete information about the market demand. Unlike existing papers, we propose a model where the price elasticity of demand is...

Persistent link: https://www.econbiz.de/10011117183

Periodic cycles in a behavioural model

Gardini, Laura; Tramontana, Fabio - In: Cycles, growth and the Great Recession : economic …, (pp. 130-139). 2015

Persistent link: https://www.econbiz.de/10010463356

A Kaleckian macromodel with memory

Bischi, Gian Italo; Naimzada, Ahmad - In: Cycles, growth and the Great Recession : economic …, (pp. 103-116). 2015

Persistent link: https://www.econbiz.de/10010463360

Modeling contagion in the Eurozone crisis via dynamical systems

Castellacci, Giuseppe; Choi, Youngna - In: Journal of banking & finance 50 (2015), pp. 400-410

Persistent link: https://www.econbiz.de/10010509514