The stochastic bifurcation behaviour of speculative financial markets
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Volker Böhm & Carl Chiarella, 2005.
"Mean Variance Preferences, Expectations Formation, And The Dynamics Of Random Asset Prices,"
Wiley Blackwell, vol. 15(1), pages 61-97.
- Volker Bohm & Carl Chiarella, 2000. "Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices," Research Paper Series 46, Quantitative Finance Research Centre, University of Technology, Sydney.
- Beja, Avraham & Goldman, M Barry, 1980. " On the Dynamic Behavior of Prices in Disequilibrium," Journal of Finance, American Finance Association, vol. 35(2), pages 235-248, May.
- Rheinlaender Thorsten & Steinkamp Marcus, 2004. "A Stochastic Version of Zeeman's Market Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-25, December.
- Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
- Gregory Gagnon, 2012. "Exchange rate bifurcation in a stochastic evolutionary finance model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(1), pages 29-58, May.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018. "Interactions between stock, bond and housing markets," BERG Working Paper Series 133, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2017.
"On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 80(C), pages 34-53.
- Schmitt, Noemi & Westerhoff, Frank, 2017. "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series 119, Bamberg University, Bamberg Economic Research Group.
- 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.
- Wang, Luxuan & Niu, Ben & Wei, Junjie, 2016. "Dynamical analysis for a model of asset prices with two delays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 297-313.
More about this item
KeywordsHeterogeneous agents; Speculative behaviour; Random dynamical systems; Stochastic bifurcations; Invariant measures;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:387:y:2008:i:15:p:3837-3846. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.