Moving average rules as a source of market instability

Physica A: Statistical Mechanics and its Applications

Volumn 370, Issue 1, 2006, Pages 12-17

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

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

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

Indexed keywords

COMPUTER SIMULATION; COSTS; MARKETING; STOCHASTIC CONTROL SYSTEMS;

EVOLUTIONARY SWITCHING; FUNDAMENTALISTS; MOVING AVERAGES; TREND FOLLOWERS;

FINANCE;

EID: 33747339491     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.04.026     Document Type: Article

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