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Chaos,border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents |
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| Authors: | Anufriev Mikhail Gardini Laura Radi Davide |
| Institution: | 1.Department of Economics, University of Technology Sydney, Sydney, Australia ;2.Department of Economics, Society and Politics, University of Urbino, Urbino, Italy ;3.Department of Economics and Management, University of Pisa, Pisa, Italy ;4.Department of Finance, VS?B–Technical University of Ostrava, Ostrava, Czech Republic ; |
| Abstract: | Nonlinear Dynamics - An asset pricing model with chartists, fundamentalists and trend followers is considered. A market maker adjusts the asset price in the direction of the excess demand at the... |
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