Chiarella, Carl; He, Xue-Zhong; Pellizzari, Paolo - In: Macroeconomic Dynamics 16 (2012) 04, pp. 556-575
Inspired by the theoretically oriented dynamic analysis of moving average rules in the model of Chiarella, He, and Hommes (CHH) [<italic>Journal of Economic Dynamics and Control</italic> 30 (2006), 1729—1753], this paper conducts a dynamic analysis of a more realistic microstructure model of continuous double...
