Pages that link to "Item:Q959647"

The following pages link to A dynamic analysis of moving average rules (Q959647):

Displaying 31 items.

• Animal spirits in the foreign exchange market (Q310958) (← links)
• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
• Market equilibria under procedural rationality (Q617618) (← links)
• An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
• A model of information flows and confirmatory bias in financial markets (Q894206) (← links)
• Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
• Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
• Optimal monetary policy in a New Keynesian model with animal spirits and financial markets (Q1656771) (← links)
• A laboratory experiment on the heuristic switching model (Q1657355) (← links)
• Asset allocation with time series momentum and reversal (Q1657387) (← links)
• Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
• A heterogeneous agent model of asset price dynamics with two time delays (Q1715612) (← links)
• Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
• Herding, trend chasing and market volatility (Q1991959) (← links)
• Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
• Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
• Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
• Bounded rationality, asymmetric information and mispricing in financial markets (Q2168545) (← links)
• Coordinated bubbles and crashes (Q2246733) (← links)
• Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
• Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
• Eductive stability may not imply evolutionary stability in the presence of information costs (Q2292720) (← links)
• The limit distribution of evolving strategies in financial markets (Q2687863) (← links)
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) (← links)
• FURTHER REDUCTION OF NORMAL FORMS AND UNIQUE NORMAL FORMS OF SMOOTH MAPS (Q3536109) (← links)
• Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
• A financial market model with endogenous fundamental values through imitative behavior (Q4591687) (← links)
• Fundamentalists, chartists and asset pricing anomalies (Q4619488) (← links)
• Time series momentum trading strategy and autocorrelation amplification (Q4683079) (← links)
• Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
• Predicting the unpredictable: new experimental evidence on forecasting random walks (Q6106638) (← links)