A link between random coefficient autoregressive models and some agent based models

Mamadou Konté ()

Journal of Economic Interaction and Coordination, 2011, vol. 6, issue 1, 83-92

Keywords: Artificial financial markets; RCA models (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11403-010-0077-3

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