Bridging GARCH Model and Prospect Theory in Financial Market Behaviors via Agent-Based Simulation

Hiroshi Takahashi () and Takao Terano

No 296, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Multiagent-based simulation for economic issues; Society dynamics; Se%lf-organizing systems and emergent organization; Financial Engineering (search for similar items in EconPapers)
JEL-codes: H30 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:296

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