Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock Markets

Shu-Heng Chen, Chia-Hsuan Yeh, Chung-Chih Liao. Testing the Rational Expectations Hypothesis with Agent-Based Models of Stock Markets. In Hamid R. Arabnia, editor, Proceedings of the International Conference on Artificial Intelligence, IC-AI 99, June 28 - July 1, 1999, Las Vegas, Nevada, USA, Volume 2. pages 381-387, CSREA Press, 1999.

Abstract

Abstract is missing.