A dynamic analysis of moving average rules
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Cites work
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- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- scientific article; zbMATH DE number 47028 (Why is no real title available?)
- scientific article; zbMATH DE number 108079 (Why is no real title available?)
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- scientific article; zbMATH DE number 3793969 (Why is no real title available?)
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- Profitable technical trading rules as a source of price instability
- The dynamics of speculative behaviour
- The dynamics of the cobweb when producers are risk averse learners
Cited in
(38)- An improved moving average technical trading rule
- Estimation of financial agent-based models with simulated maximum likelihood
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
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- A heterogeneous agent model of asset price dynamics with two time delays
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- MOVING AVERAGES AND PRICE DYNAMICS
- Animal spirits in the foreign exchange market
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- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
- A theoretical analysis of trading rules: an application to the moving average case with Markovian returns
- Dynamic mode decomposition for financial trading strategies
- A financial market model with endogenous fundamental values through imitative behavior
- Fundamentalists, chartists and asset pricing anomalies
- Time series momentum trading strategy and autocorrelation amplification
- Loss aversion in an agent-based asset pricing model
- Theoretical and practical motivations for the use of the moving average rule in the stock market
- A mathematical analysis of technical analysis
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- A model of information flows and confirmatory bias in financial markets
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