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      Time series properties of an artificial stock market

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Economic Dynamics and Control
      Publisher: Elsevier BV

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          Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

          Robert F. Engle (1982)
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            Noise Trader Risk in Financial Markets

            J. De Long, Andrei Shleifer, Lawrence H Summers … (1990)
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              A test for independence based on the correlation dimension

              W. D. Dechert, W. Broock, B. LeBaron … (1996)
              Article 0 comments Cited 376 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Economic Dynamics and Control
                Abbreviated Title: Journal of Economic Dynamics and Control
                Publisher: Elsevier BV
                ISSN (Print): 01651889
                Publication date Created: September 1999
                Publication date (Print): September 1999
                Volume: 23
                Issue: 9-10
                Pages: 1487-1516
                Article
                DOI: 10.1016/S0165-1889(98)00081-5
                SO-VID: fcd216f7-d164-4690-8ad0-b20e77405dea
                Copyright © © 1999
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                http://www.elsevier.com/tdm/userlicense/1.0/

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