On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
By Fabio Tramontana, Frank H. Westerhoff, Laura Gardini. 2010
91 citations recorded by the source corpus.
Subfields: Computer Networks and Communications, Condensed Matter Physics, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/8db94ee0e6497533193205520c0e317f5a48f64c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computer Networks and Communications
In Condensed Matter Physics
In Economics and Econometrics
Citations in the corpus
- The bull and bear market model of Huang and Day : Some extensions and new results (2013, unknown): “It is worth noticing that having two discontinuity points, the concept of “rotation number” is not yet very well defined although it has already been used for this kind of map, for example in Tramontana et al. (2012). However, the property of “invertibility”, which characterizes this regime, can be ”
- A simple model of a speculative housing market (2012, background): “…(1990), and has been applied in a number of theoretical papers focussing on speculative dynamics (two recent examples are Huang et al. 2010 and Tramontana et al. 2010, while Brock and Hommes 1998 is an earlier example). f 8 According to (12), rising prices lead to an increase in demand, i.e.…”