A Stochastic Version of Zeeman's Market Model

DOI10.2202/1558-3708.1111zbMath1081.91517OpenAlexW2015752497MaRDI QIDQ3368363

Thorsten Rheinländer, Marcus Steinkamp

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1111

zbMATH Keywords

heterogeneous agentsstochastic bifurcationmomentum tradersvolatility clusters

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

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