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Persistent link: https://www.econbiz.de/10008662250
Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009152528
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Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009409380
Persistent link: https://www.econbiz.de/10009655669
Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009666484
Persistent link: https://www.econbiz.de/10000682174
Persistent link: https://www.econbiz.de/10001757656
Persistent link: https://www.econbiz.de/10002004174
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