Testing for non-linearity in an artificial financial market: A recurrence quantification approach

Journal of Economic Behavior and Organization

Volumn 54, Issue 4, 2004, Pages 483-494

  Belaire Franch, Jorge ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

Author keywords

Artificial financial market; Bootstrap; Non linear dynamics; RQA

Indexed keywords

EID: 3342999415     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2003.05.001     Document Type: Article

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