Goldman / M B AMBERG E CONOMIC R ESEARCH GROUP / /
Country
Italy / / /
Facility
University of Pavia / University of Urbino / University of Bamberg / /
IndustryTerm
mathematical tools / /
MarketIndex
S&P 500 / /
Organization
Fabio Tramontana1 Department of Economics and Management / University of Urbino / Department of Economics / University of Pavia / Laura Gardini Department of Economics / University of Bamberg / /
Person
Day / Frank Westerhoff / Socalled / Frank Westerho / Huang / Laura Gardini / Fabio Tramontana / Zheng / Felix Stübben / / /
Position
model of Huang / simple financial market model / model / simplified model of Huang / simple model of Huang / Corresponding Author / bull and bear market model of Huang / /
The bull and bear market model of Huang and Day: Some extensions and new results Fabio Tramontana, Frank Westerhoff and Laura Gardini Working Paper No. 89