A Discrete--Delay Dynamic Model for the Stock Market
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More about this item
Keywords
price index; mutual fund; stock market; nonlinear dynamic model; Lyapunov exponents.;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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