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Economics letters
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European journal of operational research : EJOR
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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
2
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
3
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410062
Saved in:
4
Robustness of spatial
autocorrelation
specifications : some Monte Carlo evidence
Dubin, Robin A.
- In:
Journal of regional science
43
(
2003
)
2
,
pp. 221-248
Persistent link: https://www.econbiz.de/10001767087
Saved in:
5
Predictive behavior : an experimental study
Brennscheidt, Gunnar
-
1993
Persistent link: https://www.econbiz.de/10000877906
Saved in:
6
Expectation formation and regime switches
Becker, Otwin
;
Leitner, Johannes
;
Leopold-Wildburger, Ulrike
- In:
Experimental economics : a journal of the Economic …
12
(
2009
)
3
,
pp. 350-364
Persistent link: https://www.econbiz.de/10003877530
Saved in:
7
Time series properties of an artificial stock market
Arthur, W. Brian
;
LeBaron, Blake Dean
;
Palmer, Richard
-
1997
Persistent link: https://www.econbiz.de/10000978975
Saved in:
8
Time series properties of an artificial stock market
LeBaron, Blake Dean
;
Arthur, W. Brian
;
Palmer, Richard
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378
Saved in:
9
Quasi-rational expectations : experimental evidence
Nelson, Robert G.
- In:
Journal of forecasting
11
(
1992
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001136594
Saved in:
10
Predictive behavior : an experimental study
Brennscheidt, Gunnar
-
1993
Persistent link: https://www.econbiz.de/10013278172
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