The impact of information signals on market prices when agents have non-linear trading rules
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Bibliographic InfoArticle provided by Elsevier in its journal Economic Modelling.
Volume (Year): 26 (2009)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/30411
Information signals Economic modelling Non-linear trading strategies Heteroskedastic Mackey-Glass model;
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