Price return autocorrelation and predictability in...

Quantitative Finance 2005 / 12 Vol. 5; Iss. 6

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

Challet, Damien, Galla, Tobias
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
5
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500363963
Date:
December, 2005
File:
PDF, 249 KB
english, 2005
Conversion to is in progress
Conversion to is failed