A dynamic analysis of moving average rules

Journal of Economic Dynamics and Control

Volumn 30, Issue 9-10, 2006, Pages 1729-1753

  Chiarella, Carl ^a   He, Xue Zhong ^a   Hommes, Cars ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Bifurcation; Evolutionary switching; Fundamentalists; Moving averages; Stability; Trend followers

Indexed keywords

EID: 33745924705     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.08.014     Document Type: Article

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