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Staggered updating in an artificial financial market

  • Georges, Christophre

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File URL: http://www.sciencedirect.com/science/article/B6V85-4R98K27-1/2/2c1d312921dbd5e8d6abd4ae078a20bc
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 32 (2008)
Issue (Month): 9 (September)
Pages: 2809-2825

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Handle: RePEc:eee:dyncon:v:32:y:2008:i:9:p:2809-2825
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  16. Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 27(8), pages 1437-1457, June.
  17. Carl Chiarella & Giulia Iori, 2005. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series 152, Quantitative Finance Research Centre, University of Technology, Sydney.
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