The impact of information signals on market prices when agents have non-linear trading rules
| Year of publication: |
2009
|
|---|---|
| Authors: | Kyrtsou, Catherine ; Malliaris, Anastasios G. |
| Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 26.2009, 1, p. 167-176
|
| Publisher: |
Elsevier |
| Keywords: | Information signals Economic modelling Non-linear trading strategies Heteroskedastic Mackey-Glass model |