Time series properties from an artificial stock market with a Walrasian auctioneer
Year of publication: |
2006
|
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Authors: | Stümpert, Thomas ; Seese, Detlef ; Sunderkötter, Malte |
Published in: |
Artificial economics : agent-based methods in finance, game theory and their applications. - Berlin : Springer, ISBN 3-540-28578-4. - 2006, p. 3-14
|
Subject: | Auktionstheorie | Auction theory | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognosemarkt | Prediction market | Agentenbasierte Modellierung | Agent-based modeling |
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