Significance of Heterogeneity in Financial Markets: Empirical Studies from Simple Agent-Based Financial Models
碩士 === 國立中央大學 === 經濟學研究所 === 97 === It has been long asked whether agent-based model can be a useful tool for forecasting, instead of just replicating or growing the stylized facts. In other words, in addition to provide a bottom-up mechanism to explain the stylized fact as an emergent outcome, agen...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/cs52tv |