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The bull and bear market model of Huang and Day : Some extensions and new results
Tramontana, Fabio; Westerhoff, Frank; Gardini, Laura - 2012
We develop a financial market model with interacting chartists and fundamentalists that embeds the famous bull and bear market model of Huang and Day as a special case. Their model is given by a one-dimensional continuous piecewise-linear map. Our model, on the other hand, is more flexible and...
Persistent link: https://www.econbiz.de/10010310936
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The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
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The bull and bear market model of Huang and Day :some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - 2012
We develop a financial market model with interacting chartists and fundamentalists that embeds the famous bull and bear market model of Huang and Day as a special case. Their model is given by a one-dimensional continuous piecewise-linear map. Our model, on the other hand, is more flexible and...
Persistent link: https://www.econbiz.de/10009668409
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Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach
Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 707-726
Persistent link: https://www.econbiz.de/10012794986
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Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach
Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - 2021
Persistent link: https://www.econbiz.de/10013190536
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Speculative behaviour and complex asset price dynamics
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2001
Persistent link: https://www.econbiz.de/10001619312
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Speculative behaviour and complex asset price dynamics : a global analysis
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 173-197
Persistent link: https://www.econbiz.de/10001702982
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Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004
Persistent link: https://www.econbiz.de/10002431655
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Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005
Persistent link: https://www.econbiz.de/10002775676
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The dynamic interaction of speculation and diversification
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Applied mathematical finance 12 (2005) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10002727055