Co-existence of trend and value in financial markets: estimating an extended Chiarella model

DOI10.1016/j.jedc.2019.103791WikidataQ126866147 ScholiaQ126866147MaRDI QIDQ2177989

Jean-Philippe Bouchaud, Stefano Ciliberti, Adam A. Majewski

Publication date: 7 May 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11751

Mathematics Subject Classification ID

91-XX: Game theory, economics, finance, and other social and behavioral sciences