Empirical regularities from interacting long- and short-memory investors in an agent-based stock market-Reference-Cited by-同舟云学术

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Empirical regularities from interacting long- and short-memory investors in an agent-based stock market

Published:2001 Issue:5 Volume:5 Page:442-455
ISSN:1089-778X
Container-title:IEEE Transactions on Evolutionary Computation
language:
Short-container-title:IEEE Trans. Evol. Computat.

Author:

LeBaron B.

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Computational Theory and Mathematics,Theoretical Computer Science,Software

Link

http://xplorestaging.ieee.org/ielx5/4235/20691/00956709.pdf?arnumber=956709

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