Memory Property in Heterogeneously Populated Markets
DOI10.1007/978-3-642-15976-3_4zbMATH Open1202.91097OpenAlexW89955507MaRDI QIDQ3064534FDOQ3064534
Authors: Roy Cerqueti, Giulia Rotundo 
Publication date: 22 December 2010
Published in: Preferences and Decisions (Search for Journal in Brave)
Full work available at URL: https://openresearch.lsbu.ac.uk/download/765a16b61f459af9de6aeba74bad86e5811a74b69a6c7b8d0d39f7b97c38aa81/217551/CerqRot_Submitted.pdf
Recommendations
- Consumer memory and price fluctuations in community markets: An integrodifferential model
- Memory, market stability and the nonlinear cobweb theorem
- Financial Markets with Memory I: Dynamic Models
- The importance of memory for price discovery in decentralized markets
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
- Memory and market stability: the case of the cobweb
- Infinite memory expectations in a dynamic model with hyperbolic demand
- Memory, market stability and attractors coexistence in a nonlinear cobweb model
- The Long Memory of the Efficient Market
Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99) Heterogeneous agent models (91B69)
Cited In (8)
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
- Long memory and crude oil's price predictability
- On the welfare cost of consumption fluctuations in the presence of memorable goods
- The Long Memory of the Efficient Market
- Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market
- Dynamics of financial time series in an inhomogeneous aggregation framework
- Heterogeneous expectations and long-range correlation of the volatility of asset returns
- How helpful is a long memory on financial markets?
This page was built for publication: Memory Property in Heterogeneously Populated Markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3064534)
