Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
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- Westerhoff Frank H. & Reitz Stefan, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-15, December.
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More about this item
Keywords
nonlinearities; technical and fundamental trading; STAR GARCH;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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