Genetic learning as an explanation of stylized facts of foreign exchange markets
Thomas Lux; Sascha Schornstein
| Year of publication: |
2005
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|---|---|
| Authors: | Lux, Thomas ; Schornstein, Sascha |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 41.2005, 1/2, p. 169-196
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| Subject: | Genetische Algorithmen | Wechselkurs | Exchange rate | Volatilität | Volatility | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Overlapping Generations | Overlapping generations | Zwei-Länder-Modell | Two-country model | Lernprozess | Learning process | Heuristik | Heuristics | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002643241