Bifurcation routes to volatility clustering under evolutionary learning

Journal of Economic Behavior and Organization

Volumn 67, Issue 1, 2008, Pages 27-47

  Gaunersdorfer, Andrea ^a   Hommes, Cars H ^b   Wagener, Florian O O ^b  

^a UNIVERSITY OF VIENNA   (Austria)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Bifurcations and chaos; Bounded rationality; Coexisting attractors; Evolutionary learning; Multi agent systems

Indexed keywords

EID: 44649120804     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2007.07.004     Document Type: Article

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