Neil Rayner, Steve Phelps, Nick Constantinou. Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. In Esther David, Valentin Robu, Onn Shehory, Sebastian Stein, Andreas L. Symeonidis, editors, Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets - AMEC 2011, Taipei, Taiwan, May 2, 2011, and TADA 2011, Barcelona, Spain, July 17, 2011, Revised Selected Papers. Volume 119 of Lecture Notes in Business Information Processing, pages 44-56, Springer, 2011. [doi]
@inproceedings{RaynerPC11,
title = {Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts},
author = {Neil Rayner and Steve Phelps and Nick Constantinou},
year = {2011},
doi = {10.1007/978-3-642-34889-1_4},
url = {http://dx.doi.org/10.1007/978-3-642-34889-1_4},
researchr = {https://researchr.org/publication/RaynerPC11},
cites = {0},
citedby = {0},
pages = {44-56},
booktitle = {Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets - AMEC 2011, Taipei, Taiwan, May 2, 2011, and TADA 2011, Barcelona, Spain, July 17, 2011, Revised Selected Papers},
editor = {Esther David and Valentin Robu and Onn Shehory and Sebastian Stein and Andreas L. Symeonidis},
volume = {119},
series = {Lecture Notes in Business Information Processing},
publisher = {Springer},
isbn = {978-3-642-34888-4},
}