Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments
Year of publication: |
2010
|
---|---|
Authors: | He, Ling-Yun |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 36.2010, 3, p. 263-282
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Artificial dealer market | Scaling and multiscaling properties | MF-DFA | Heterogeneity | Bounded rationality |
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