MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL
Year of publication: |
2008
|
---|---|
Authors: | LAMBA, HARBIR ; SEAMAN, TIM |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 11.2008, 07, p. 717-737
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Heterogeneous agents | stylized facts | thresholds |
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