Titlebook: Nonlinear Economic Dynamics and Financial Modelling; Essays in Honour of Roberto Dieci,Xue-Zhong He,Cars Hommes Book 2014 Springer Interna

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書目名稱Nonlinear Economic Dynamics and Financial Modelling影響因子(影響力)




書目名稱Nonlinear Economic Dynamics and Financial Modelling影響因子(影響力)學科排名




書目名稱Nonlinear Economic Dynamics and Financial Modelling網(wǎng)絡公開度




書目名稱Nonlinear Economic Dynamics and Financial Modelling網(wǎng)絡公開度學科排名




書目名稱Nonlinear Economic Dynamics and Financial Modelling被引頻次




書目名稱Nonlinear Economic Dynamics and Financial Modelling被引頻次學科排名




書目名稱Nonlinear Economic Dynamics and Financial Modelling年度引用




書目名稱Nonlinear Economic Dynamics and Financial Modelling年度引用學科排名




書目名稱Nonlinear Economic Dynamics and Financial Modelling讀者反饋




書目名稱Nonlinear Economic Dynamics and Financial Modelling讀者反饋學科排名

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st recent research tools in these areas.Targets economists a.This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, f

沉積物

Expectations, Firms’ Indebtedness and Business Fluctuations in a Structural Keynesian Monetary Growtsenting the confidence of investors with regard to future development). The impact of debt-financing of firms on aggregate economic activity and its stability will be studied within this context. We also investigate the dynamics of the resulting model by means of numerical simulations.

河流

harmony

Time-Varying Cross-Speculation in Currency Futures Markets: An Empirical Analysist herding activities of speculators, where an increase in speculative activity in the Swiss Francs futures market leads to increases of speculative activities in the three other futures markets investigated. These cross-market linkages do not vary substantially over time.

甜瓜

慌張

On the Risk Evaluation Method Based on the Market Modelve products are calculated at any future time. Risk measures such as Value-at-Risk (VaR) of portfolios with interest-rate sensitive products can be evaluated through simple Monte Carlo simulation. It is shown, however, that some market models often used in practice are not consistent with the no-arbitrage paradigm.

right-atrium

Book 2014ers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures

Volatile-Oils

Bifurcation Structure in a Model of Monetary Dynamics with Two Kink Pointsmand function (.) is sufficiently large in absolute value and the speed of adjustment of the price to the market disequilibrium (.) is smaller than 1 either cycles of any period or chaotic dynamics may be generated by the model. The description of the bifurcation structure of the . parameter plane is given.

放牧

Boundedly Rational Monopoly with Single Continuously Distributed Time Delaytion and converges to the stability region of the fixed time delay when the shape parameter goes to infinity; (2) delay has a threshold value below which stability is preserved and above which it is lost; (3) the equilibrium point bifurcates to a limit cycle through Hopf bifurcation when it loses stability.