Testing for non-linear structure in an artificial financial market

Journal of Economic Behavior and Organization

Volumn 46, Issue 3, 2001, Pages 327-342

  Chen, Shu Heng ^a   Lux, Thomas ^b   Marchesi, Michele ^c  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b UNIVERSITY OF KIEL   (Germany)

^c UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Artificial financial market; C14; Chaos; D84; G12; GARCH models; Non linearity

Indexed keywords

EID: 0010856155     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(01)00181-0     Document Type: Article

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