A dynamic analysis of moving average rules

Publisher:
Elsevier Science Bv
Publication Type:
Journal Article
Citation:
Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1729 - 1753
Issue Date:
2006-01
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The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial market models where some agents
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