Title of article :
Testing for non-linear structure in an artificial financial market
Author/Authors :
Shu-Heng Chen، نويسنده , , Thomas Lux، نويسنده , , Michele Marchesi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Keywords :
Artificial financial market , Chaos , Non-linearity , GARCH models
Journal title :
Journal of Economic Behavior and Organization
Journal title :
Journal of Economic Behavior and Organization
