THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE

DOI10.1142/S0218348X9300006XMaRDI QIDQ4359189zbMATH OpenOpenAlexFDO

Authors Tadashi Hirabayashi, H. Takayasu, Hitoshi Miura, Koichi Hamada

Publication date 22 April 1998

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218348x9300006x

zbMATH Keywords

stock marketmaximum Lyapunov exponentglobal trendsdeterministic threshold dynamics

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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Cited in

(6)

• A study on the chaos model of liquidity in stock market
• Dynamic evolution analysis of stock price fluctuation and its control
• On possible origins of trends in financial market price changes
• The behaviour of US stock prices: Evidence from a threshold autoregressive model
• Bifurcations in a stock market model
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness

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