Price return autocorrelation and predictability in agent-based models of financial markets
2012 ◽
Vol 109
(22)
◽
pp. 8388-8393
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2007 ◽
Vol 70
(3)
◽
pp. 409-450
◽
2012 ◽
Vol 391
(22)
◽
pp. 5521-5531
◽
Keyword(s):
2003 ◽
pp. 401-406
Keyword(s):