MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL
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Publication:3606401
DOI10.1142/S0219024908005019zbMath1185.91190MaRDI QIDQ3606401
Publication date: 26 February 2009
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91G70: Statistical methods; risk measures
91B26: Auctions, bargaining, bidding and selling, and other market models
91B69: Heterogeneous agent models
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