Agent-Based Computational Economics

Author:

Levy Moshe

Publisher

Springer US

Reference49 articles.

1. Admati A, Pfleiderer P (1988) A theory of intraday patterns: volume and price variability. Rev Financ Stud 1:3–40

2. Arthur WB (1994) Inductive reasoning and bounded rationality (The El Farol problem). Am Econ Rev 84:406–411

3. Arthur WB, Holland JH, Lebaron B, Palmer RG, Tayler P (1997) Asset pricing under endogenous expectations in an artificial stock market. In: Arthur WB, Durlauf S, Lane D (eds) The economy as an evolving complex system II. Addison-Wesley, Redwood City

4. Brock WA, Hommes CA (1998) Heterogeneous beliefs and routes to chaos in a simple asset pricing model. J Econ Dyn Control 22:1235–1274

5. Egenter E, Lux T, Stauffer D (1999) Finite size effects in Monte Carlo simulations of two stock market models. Phys A 268:250–256

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