A dynamic analysis of moving average rules

Elsevier Science Bv
Publication Type:
Journal Article
Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1729 - 1753
Issue Date:
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2006004113.pdf295.2 kB
Adobe PDF
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
Please use this identifier to cite or link to this item: