Statistical properties of genetic learning in a model of exchange rate

DOI10.1016/S0165-1889(99)00033-0zbMath0945.91054MaRDI QIDQ1978598

Jasmina Arifovic, Ramazan Gençay

Publication date: 4 June 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

time series analysisoverlapping-generations modelequilibrium dynamics

Mathematics Subject Classification ID

Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items

INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS ⋮ Agent-based computational finance: Suggested readings and early research ⋮ Genetic learning as an explanation of stylized facts of foreign exchange markets ⋮ Exchange rate dynamics in a target zone-A heterogeneous expectations approach ⋮ A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY

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