Asset price and wealth dynamics in a financial market with heterogeneous agents

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dc.contributor.author Chiarella, C
dc.contributor.author Dieci, R
dc.contributor.author Gardini, L
dc.date.accessioned 2009-12-21T02:36:49Z
dc.date.issued 2006-01
dc.identifier.citation Journal of Economic Dynamics and Control, 2006, 30 (9-10), pp. 1755 - 1786
dc.identifier.issn 0165-1889
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5140
dc.description.abstract This paper considers a discrete-time model of a financial market with one risky asset and one risk-free asset, where the asset price and wealth dynamics are determined by the interaction of two groups of agents, fundamentalists and chartists. In each per
dc.publisher Elsevier Science Bv
dc.relation.isbasedon 10.1016/j.jedc.2005.10.011
dc.title Asset price and wealth dynamics in a financial market with heterogeneous agents
dc.type Journal Article
dc.parent Journal of Economic Dynamics and Control
dc.journal.volume 9-10
dc.journal.volume 30
dc.journal.number 9-10 en_US
dc.publocation Amsterdam, The Netherlands en_US
dc.identifier.startpage 1755 en_US
dc.identifier.endpage 1786 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1402 Applied Economics
dc.personcode 716350
dc.percentage 100 en_US
dc.classification.name Applied Economics en_US
dc.classification.type FOR-08 en_US
dc.description.keywords heterogeneous agents; financial market dynamics; wealth dynamics; coexisting attractors en_US
dc.description.keywords NA
dc.description.keywords heterogeneous agents
dc.description.keywords financial market dynamics
dc.description.keywords wealth dynamics
dc.description.keywords coexisting attractors
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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