مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for non-linearity in an artificial financial market: a recurrence quantification approach

Title of article :

Testing for non-linearity in an artificial financial market: a recurrence quantification approach

Author/Authors :

Jorge Belaire-Franch، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

483

To page :

494

Keywords :

RQA , Bootstrap , Artificial financial market , non-linear dynamics

Journal title :

Journal of Economic Behavior and Organization

Serial Year :

2004

Journal title :

Journal of Economic Behavior and Organization

Record number :

180177

Link To Document :