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- W2376740018 abstract "We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior under the market maker scenario when chartists estimate both conditional mean and variance by using a weighted averaging process and introduce the fractions with memory intensity. Trough a stability and bifurcation analysis,the model impact of memory intensity,the weighting process and time-varying second moment are examined." @default.
- W2376740018 created "2016-06-24" @default.
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- W2376740018 date "2014-01-01" @default.
- W2376740018 modified "2023-09-26" @default.
- W2376740018 title "Asset Pricing Model with Second Moment and Memory Intensity under Market Maker" @default.
- W2376740018 hasPublicationYear "2014" @default.
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