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Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196

Persistent link: https://www.econbiz.de/10002643241

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001781205

Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets

Lux, Thomas - 2016

Persistent link: https://www.econbiz.de/10012991383

Internationale Konjunkturübertragung : empirische Untersuchung mittels eines Markov-Regimewechsel-Modells

Wunderlich, Claus Günter Ludwig - 2011

Persistent link: https://www.econbiz.de/10009152693

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510 - 541) we investigate a dynamic version of the model in which agents' decision rules are...

Persistent link: https://www.econbiz.de/10001739289

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...