Speculative behaviour and complex asset price dynamics: a global analysis

Author:

Chiarella Carl,Dieci Roberto,Gardini Laura

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference20 articles.

1. On the dynamic behavior of prices in disequilibrium;Beja;Journal of Finance,1980

2. Heterogeneous beliefs and routes to chaos in a simple asset pricing model;Brock;Journal of Economic Dynamics and Control,1998

3. Chen, S.H., Yeh, C.H., 1997. Modelling speculators with genetic programming. In: Angeline, P., et al. (Eds.), Evolutionary Programming VI, Lecture Notes in Computer Science, Vol. 1213, Springer, Berlin, pp. 137–147.

4. The dynamics of speculative behaviour;Chiarella;Annals of Operations Research,1992

5. Chiarella, C., Dieci, R., Gardini, L., 2001a. A dynamic analysis of speculation across two markets. Working Paper, School of Finance and Economics, University of Technology, Sydney, Australia.

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