Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map
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DOI: 10.1007/s10614-011-9284-9
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Citations
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Cited by:
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013.
"The bull and bear market model of Huang and Day: Some extensions and new results,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 37(11), pages 2351-2370.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2012. "The bull and bear market model of Huang and Day : Some extensions and new results," BERG Working Paper Series 89, Bamberg University, Bamberg Economic Research Group.
- Ingrid Kubin & Laura Gardini, 2013.
"Border collision bifurcations in boom and bust cycles,"
Journal of Evolutionary Economics,
Springer, vol. 23(4), pages 811-829, September.
- Ingrid Kubin & Laura Gardini, 2012. " Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers wuwp137, Vienna University of Economics and Business, Department of Economics.
- Kubin, Ingrid & Gardini, Laura, 2012. "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Paper Series 3490, WU Vienna University of Economics and Business.
- Fabio Dercole & Davide Radi, 2014. "Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics," Papers 1405.7747, arXiv.org.
- Grosche, Stephanie, 2012. "Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality," Discussion Papers 121868, University of Bonn, Institute for Food and Resource Economics.
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Keywords
Financial crises; Bull and bear dynamics; Discontinuous piecewise smooth map; Border-collision bifurcation; Adding scheme;Statistics
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