Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock Markets.

Shu-Heng Chen Chia-Hsuan Yeh Chung-Chih Liao

Published in: IC-AI (1999)

Keyphrases

stock market
agent based models
financial markets
short term
trading rules
stock returns
stock price
financial data
stock exchange
complex systems
monetary policy
financial time series
simulation model
garch model
multi agent
decision making
spatial structure
stock data
long term
mathematical model
text mining