The stochastic bifurcation behaviour of speculative financial markets
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References listed on IDEAS
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- Xu, Yong & Feng, Jing & Li, JuanJuan & Zhang, Huiqing, 2013. "Stochastic bifurcation for a tumor–immune system with symmetric Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 4739-4748.
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- Kai Li, 2014. "Asset Price Dynamics with Heterogeneous Beliefs and Time Delays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 13.
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KeywordsHeterogeneous agents; Speculative behaviour; Random dynamical systems; Stochastic bifurcations; Invariant measures;
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