Bibliografie

Research Report

Heterogeneous Agents Model with the Worst Out Algorithm

Vácha Lukáš, Vošvrda Miloslav

: UK FSV - IES, (Praha 2005)

: Research Report 91.

: CEZ:AV0Z10750506

: GA402/04/1294, GA ČR, 454/2004/AEK/FSV, GA UK

: efficient markets hypothesis, fractal market hypothesis, technical trading rules, agent's investment horizont, heterogeneous agent model with stochastic memory

: 05D

: AH