Dynamics of moving average rules in a continuous-time financial market model

Journal of Economic Behavior and Organization

Volumn 76, Issue 3, 2010, Pages 615-634

  He, Xue Zhong ^a   Zheng, Min ^a,b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Asset price; Bifurcations; Financial market behavior; Heterogeneous beliefs; Stability; Stochastic delay differential equations; Stylized facts

Indexed keywords

EID: 78649715214     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2010.08.005     Document Type: Article

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