Long memory in financial markets: A heterogeneous agent model perspective
نویسندگان
چکیده
منابع مشابه
Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets
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ژورنال
عنوان ژورنال: International Review of Financial Analysis
سال: 2018
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2018.04.001