Stylized Facts in Different Dynamic Regimes of a Agent-Based Artificial Stock Market

Tongkui Yu, Mingyu Yuan, Honggang Li. Stylized Facts in Different Dynamic Regimes of a Agent-Based Artificial Stock Market. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 1. pages 441-445, IEEE Computer Society, 2009. [doi]

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