Introducing a price variation limiter mechanism into a behavioral financial market model
Author:
Publisher
AIP Publishing
Subject
Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics
Link
http://scitation.aip.org/deliver/fulltext/aip/journal/chaos/25/8/1.4927831.pdf?itemId=/content/aip/journal/chaos/25/8/10.1063/1.4927831&mimeType=pdf&containerItemId=content/aip/journal/chaos
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4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
5. Stratification of continuous maps of an interval
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