A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
| Year of publication: |
2011
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|---|---|
| Authors: | Chiarella, Carl ; He, Xue-Zhong ; Pellizzari, Paolo |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 14122339. - Vol. 16.2011, 4 (26.1.), p. 556-576
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