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~subject:"Agentenbasierte Modellierung"
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Agentenbasierte Modellierung
Efficient market hypothesis
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Effizienzmarkthypothese
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Adaptive market hypothesis (AMH)
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Börsenkurs
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Estimation
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Schätzung
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Share price
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emerging stock market
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Adaptive Market Hypothesis (AMH)
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Capital income
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Financial economics
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Aktienmarkt
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Bangladesch
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Bitcoin
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efficient market hypothesis (EMH)
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market efficiency
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momentum effect
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seasonal anomalies
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El Oubani, Ahmed
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Lekhal, Mostafa
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An agent-based model of financial market efficiency dynamics
El Oubani, Ahmed
;
Lekhal, Mostafa
- In:
Borsa Istanbul Review
22
(
2022
)
4
,
pp. 699-710
We build a parsimonious agent-based model under the
adaptive
market
hypothesis
(
AMH
), which can explain the formation …
Persistent link: https://www.econbiz.de/10013334820
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