Price return autocorrelation and predictability in agent-based models of financial markets

Quantitative Finance

Volumn 5, Issue 6, 2005, Pages 569-576

  Challet, Damien ^a   Galla, Tobias ^a,b,c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b ABDUS SALAM INTERNATIONAL CENTRE FOR THEORETICAL PHYSICS   (Italy)

^c SISSA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644881975     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500363963     Document Type: Article

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