Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market (2011)
- Authors:
- USP affiliated authors: BELITSKY, VLADIMIR - IME ; PEREIRA, ANTONIO LUIZ - IME ; PRADO, FERNANDO PIGEARD DE ALMEIDA - FFCLRP
- Unidades: IME; FFCLRP
- DOI: 10.1142/S0219493711003462
- Subjects: SISTEMAS DINÂMICOS; CADEIAS DE MARKOV; ANÁLISE GLOBAL
- Keywords: Two-dimensional dynamical system; attractors; stability; omega-limit; periodic orbits; heterogeneous interacting agent model; a single risky asset market model; convergence and oscillation of market asset price and demand
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Stochastics and Dynamics
- ISSN: 0219-4937
- Volume/Número/Paginação/Ano: v. 11, n. 4, p. 715-752, 2011
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
BELITSKY, Vladimir e PEREIRA, Antônio Luiz e PRADO, Fernando Pigeard de Almeida. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. Stochastics and Dynamics, v. 11, n. 4, p. 715-752, 2011Tradução . . Disponível em: https://doi.org/10.1142/S0219493711003462. Acesso em: 30 dez. 2025. -
APA
Belitsky, V., Pereira, A. L., & Prado, F. P. de A. (2011). Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market. Stochastics and Dynamics, 11( 4), 715-752. doi:10.1142/S0219493711003462 -
NLM
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. Stochastics and Dynamics. 2011 ; 11( 4): 715-752.[citado 2025 dez. 30 ] Available from: https://doi.org/10.1142/S0219493711003462 -
Vancouver
Belitsky V, Pereira AL, Prado FP de A. Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model for an asset market [Internet]. Stochastics and Dynamics. 2011 ; 11( 4): 715-752.[citado 2025 dez. 30 ] Available from: https://doi.org/10.1142/S0219493711003462 - On modeling the formation of the aggregated demand in a population of interacting heterogeneous consumers
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- Implicit coefficient of extreme dependence and its application for identification of market's comovements
- Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents
- Phase transition of product locations due to social interactions of consumers
- Social interactions, product differentiation and discontinuity of demand
- Social interactions, product differentiation and discontinuity of demand
- The alcohol price and the flex cars
- Product differentiation in the presence of social interactions of consumers
Informações sobre o DOI: 10.1142/S0219493711003462 (Fonte: oaDOI API)
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