Global Hopf Bifurcation Analysis for a Time-Delayed Model of Asset Prices
A time-delayed model of speculative asset markets is investigated to discuss the effect of time delay and market fraction of the fundamentalists on the dynamics of asset prices. It proves that a sequence of Hopf bifurcations occurs at the positive equilibrium v, the fundamental price of the asset, a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2010/432821 |
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