A High-Dimensional Model of Real-Financial Market Interaction: The Cascade of Stable Matrices Approach
Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels
ISBN: 978-0-44452-122-4, eISBN: 978-1-84950-835-3
Publication date: 30 May 2006
Citation
Chiarella, C., Flaschel, P., Franke, R. and Semmler, W. (2006), "A High-Dimensional Model of Real-Financial Market Interaction: The Cascade of Stable Matrices Approach", Chiarella, C., Franke, R., Flaschel, P. and Semmler, W. (Ed.) Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels (Contributions to Economic Analysis, Vol. 277), Emerald Group Publishing Limited, Leeds, pp. 359-384. https://doi.org/10.1016/S0573-8555(05)77011-5
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited