{"created":"2023-05-15T13:47:13.967003+00:00","id":6765,"links":{},"metadata":{"_buckets":{"deposit":"eff72d56-9b58-431f-806b-a857dec2b042"},"_deposit":{"created_by":1,"id":"6765","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"6765"},"status":"published"},"_oai":{"id":"oai:chuo-u.repo.nii.ac.jp:00006765","sets":["255"]},"author_link":["27290","32207"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2015-02-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"247","bibliographic_titles":[{"bibliographic_title":"経済研究所 Discussion Paper"},{"bibliographic_title":"IERCU Discussion Paper","bibliographic_titleLang":"en"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This study constructs a heterogeneous agents model of a …financial market in continuous time framework. There are two types of agents, fundamentalists and chartists. The former follow the traditional efficiency market theory and have a linear demand function whereas the latter experience delays in the formation of price trends and possess a S-shaped demand function. The main feature of this study is a theoretical investigation on the effects caused by two time delays in a price adjustment process. In particular, two main results are demonstrated: one is that the stability switching curves are analytically derived and the other is that the stability losses and gains can repeatedly occur when the shape of the curves are meandering. These imply that multiple delays might generate price deviations from the equilibrium value.","subitem_description_type":"Abstract"}]},"item_10002_full_name_24":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"27290","nameIdentifierScheme":"WEKO"}],"names":[{"name":"松本, 昭夫"}]}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"中央大学経済研究所"}]},"item_10002_rights_15":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"MATSUMOTO, Akio","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"SZIDAROVSZKY, Ferenc","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-04-22"}],"displaytype":"detail","filename":"IERCU~~247~1.pdf","filesize":[{"value":"303.7 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文を見る","url":"https://chuo-u.repo.nii.ac.jp/record/6765/files/IERCU~~247~1.pdf"},"version_id":"13098d68-8d9c-4a02-9bf8-8e72f6d82f3b"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Heterogeneous agents model","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Two time delays","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Limit cycle","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Hopf bifurcation","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Stability switching curve","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Heterogeneous Agents Model of Asset Price with Time Delays","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Heterogeneous Agents Model of Asset Price with Time Delays","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"1","path":["255"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-04-20"},"publish_date":"2015-04-20","publish_status":"0","recid":"6765","relation_version_is_last":true,"title":["Heterogeneous Agents Model of Asset Price with Time Delays"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T18:28:34.813187+00:00"}