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Microsimulation of Markets and Endogenous Price Bubbles

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  • Ken Steiglitz
  • Liadan I. O'Callaghan

    (Princeton University)

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  • Ken Steiglitz & Liadan I. O'Callaghan, "undated". "Microsimulation of Markets and Endogenous Price Bubbles," Computing in Economics and Finance 1997 59, Society for Computational Economics.
    • Handle: RePEc:sce:scecf7:59
    as

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    References listed on IDEAS

    as
    1. Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P., 1996. "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Working papers 9625, Wisconsin Madison - Social Systems.
    2. Youssefmir, Michael & Huberman, Bernardo A., 1997. "Clustered volatility in multiagent dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 101-118, January.
    3. W. Brian Arthur & Paul Tayler, "undated". "Asset Pricing Under Endogenous Expectations in an Artificial Stock Market," Computing in Economics and Finance 1997 57, Society for Computational Economics.
    4. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, University Library of Munich, Germany.
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