Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market
Chueh-Yung Tsao, Ya-Chi Huang
| Year of publication: |
2018
|
|---|---|
| Authors: | Tsao, Chueh-Yung ; Huang, Ya-Chi |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 13.2018, 3, p. 537-560
|
| Subject: | Agent-based computational modeling | Efficient markets hypothesis | Forecasting accuracy | Risk preference | Santa Fe Artificial Stock Market | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Prognosemarkt | Prediction market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-017-0192-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012111496