Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time
In this paper, the discrete-time version of a continuous-time model with fundamentalists and momentum traders is presented. Our aim consists of studying the impact of cross-sectional momentum traders on the dynamics of the model. To this end, the continuous-time deterministic skeleton of the benchma...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-05-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/10/2348 |