A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
From MaRDI portal
Publication:2228559
DOI10.1016/j.matcom.2013.06.002MaRDI QIDQ2228559
Fabio Tramontana, Laura Gardini, Frank H. Westerhoff
Publication date: 19 February 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/wpaper/q150.pdf
border-collision bifurcations; discontinuous piecewise linear maps; bull and bear market dynamics; financial market crisis; periodadding scheme
37-XX: Dynamical systems and ergodic theory
91-XX: Game theory, economics, finance, and other social and behavioral sciences
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