Bridging GARCH Model and Prospect Theory in Financial Market Behaviors via Agent-Based Simulation
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | TAKAHASHI, Hiroshi ; TERANO, Takao |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Multiagent-based simulation for economic issues | Society dynamics | Se%lf-organizing systems and emergent organization | Financial Engineering |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 296 |
| Classification: | H30 - Fiscal Policies and Behavior of Economic Agents. General |
| Source: |
Persistent link: https://www.econbiz.de/10005345462