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A dynamic analysis of moving average rules

Authors: Chiarella, C.; He, X.Z.; Hommes, C.H.;

A dynamic analysis of moving average rules

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Netherlands
Keywords

moving averages; fundamentalis; trend followers; stability; bifurcation; volatility clustering, 330, Moving Averages, Fundamentalists, Stochastischer Prozess, fundamentalists, Dynamical systems in optimization and economics, E32, Moving Averages; Fundamentalists; Trend Followers; Stability; Bifurcation; Evolutionary Switching, evolutionary switching, ddc:330, Evolutionary Switching, Microeconomic theory (price theory and economic markets), stability, C60, D83, D84, Economic growth models, bifurcation, trend followers, Bifurcation, moving averages, Stability, Theorie, E21, Trend Followers, jel: jel:C60, jel: jel:D84, jel: jel:D83, jel: jel:E21, jel: jel:E32

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    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 1%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
134
Top 1%
Top 10%
Top 10%
bronze