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