A dynamic analysis of moving average rules

DOI10.1016/j.jedc.2005.08.014zbMath1162.91474MaRDI QIDQ959647

Carl Chiarella, Xue-Zhong He, Cars H. Hommes

Publication date: 12 December 2008

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

Full work available at URL: http://hdl.handle.net/10453/5107

zbMATH Keywords

stability; bifurcation; moving averages; fundamentalists; evolutionary switching; trend followers

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91B62: Economic growth models

37N40: Dynamical systems in optimization and economics

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