Discrete Dynamics in Nature and Society / 2015 / Article / Fig 3

Research Article

Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?

Figure 3

Simulated trajectories of the risky and the low-risk assets. For all plots parameter values are , , , , , , , and . (a) Prevalence of rational investors () and lower importance of momentum speculators (); (b) prevalence of contrarian speculators () and lower importance of rational investors (). (c) and (d) Showing the same market composition as in (a) and (b), but the starting value of the simulation is
(a) , , and
(b) , , and
(c) , , and
(d) , , and

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