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05-057/1 - A Dynamic Analysis of Moving Average Rules


  • Authors
    Carl Chiarella, University of Technology, Sydney; Tony He, University of Technology, Sydney; Cars H. Hommes, Faculty of Economics and Econometrics, Universiteit van Amsterdam
  • Publication date
    May 30, 2005
  • Keywords
    Moving Averages; Fundamentalists; Trend Followers; Stability; Bifurcation; Evolutionary Switching
  • JEL
    D83; D84; E21; E32; C60