This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis Author info | Abstract | Publisher info | Download info | Related research | Statistics Chen, Shu-Heng
Yeh, Chia-Hsuan
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Economic Behavior & Organization .
Volume (Year): 49 (2002)
Issue (Month): 2 (October)
Pages: 217-239
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jeborg:v:49:y:2002:i:2:p:217-239Contact details of provider: Web page: http://www.elsevier.com/locate/jebo
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Carl Chiarella & Xue-Zhong He & Duo Wang, 2004.
"Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment ,"
Research Paper Series
142, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Harald A. Benink & Jose Luis Gordillo & Juan Pablo Pardo & Christopher R. Stephens, 2004.
"A Study of Neo-Austrian Economics using an Artificial Stock Market ,"
Finance
0411038, EconWPA.
[Downloadable!]
Roberto Dieci & Ilaria Foroni & Laura Gardini & Xue-Zhong He, 2005.
"Market Mood, Adaptive Beliefs and Asset Price Dynamics ,"
Research Paper Series
162, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2005.
"Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach ,"
Economics Working Papers
2005,14, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions:
Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006.
"Time-variation of higher moments in a financial market with heterogeneous agents : an analytical approach ,"
Economics Working Papers
2006,16, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!] Friedrich Wagner & Thomas Lux & Simone Alfarano, 2005.
"Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach ,"
Working Papers
wp05-02, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!] Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2008.
"Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 32(1), pages 101-136, January.
[Downloadable!] (restricted) Alfarano, Simone & Lux, Thomas, 2003.
"A minimal noise trader model with realistic time series properties ,"
Economics Working Papers
2003,15, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions: Thomas Lux, 2008.
"Stochastic Behavioral Asset Pricing Models and the Stylized Facts ,"
Kiel Working Papers
1426, Kiel Institute for the World Economy.
[Downloadable!]
Carl Chiarella & Xue-Zhong He & Duo Wang, 2004.
"A Behavioural Asset Pricing Model with a Time-Varying Second Moment ,"
Research Paper Series
141, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Xue-Zhong He, 2003.
"Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach ,"
Research Paper Series
95, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Alfarano, Simone & Lux, Thomas, 2005.
"A noise trader model as a generator of apparent financial power laws and long memory ,"
Economics Working Papers
2005,13, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Other versions: Lux, Thomas, 2008.
"Stochastic behavioral asset pricing models and the stylized facts ,"
Economics Working Papers
2008,08, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Access and
download statistics Did you know? RePEc also has a blog .
This page was last updated on 2009-11-22.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .