A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities

DOI10.1016/j.matcom.2013.06.002OpenAlexW1971684346MaRDI QIDQ2228559

Fabio Tramontana, Laura Gardini, Frank H. Westerhoff

Publication date: 19 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/wpaper/q150.pdf

zbMATH Keywords

border-collision bifurcationsdiscontinuous piecewise linear mapsbull and bear market dynamicsfinancial market crisisperiodadding scheme

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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