Alessandro Sansone

Dipartimento di Scienze Economiche (DiSSE)

14 Via Cesalpino

Rome, 00161

Italy

University of Technology Sydney (UTS) - School of Finance and Economics

Haymarket

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays

Universita Degli Studi di Roma 'La Sapienza' Public Economics Working Paper No. 88
Number of pages: 23 Posted: 03 Nov 2005
Giuseppe Garofalo and Alessandro Sansone
Department of Economics and Management and Dipartimento di Scienze Economiche (DiSSE)
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Abstract:

Dynamic asset pricing, Heterogeneous agents, Complex dynamics, Strange attractors, Chaos, Intermittency, Stock market dynamics, Synchronization