ExLibris header image
SFX Logo
Title: Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data
Source:

Physica A-Statistical Mechanics and its Applications [0378-4371] Alfarano, Simone yr:2006


Collapse list of basic services Basic
Sorry, no full text available...
Please use the document delivery service (see below)  
Holding information
Holdings in library search engine ALBERT GO
Document delivery
Request document via Library/Bibliothek GO
Users interested in this article also expressed an interest in the following:
1. Berkman, H. "The role of political uncertainty in Australian financial markets." Accounting and finance 56.2 (2016): 545-575. Link to Full Text for this item Link to SFX for this item
2. Hauser, S. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm." Computational economics 33.2 (2009): 131-154. Link to SFX for this item
3. Domowitz, I. "Conditional Variance and the Risk Premium in the Foreign Exchange Market." Journal of international economics 19.1-2 (1985): 47-66. Link to Full Text for this item Link to SFX for this item
4. Sato, A. "Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach." Physica A 382.1 (2007): 258-270. Link to SFX for this item
5. Sarno, L. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If so, How Does It Work?" Journal of economic literature 39.3 (2001): 839-868. Link to Full Text for this item Link to SFX for this item
6. Domowitz, I. "A taxonomy of automated trade execution systems." Journal of international money and finance 12.6 (1993): 607-631. Link to Full Text for this item Link to SFX for this item
7. MacDonald, R. "Exchange Rate Behaviour: Are Fundamentals Important?" The economic journal 109.459 (1999): 673-691. Link to Full Text for this item Link to SFX for this item
8. Mundell, A. Mundell A. "Capital Mobility and Stabilization Policy under Fixed and Flexible Exchange Rates." The Canadian journal of economics and political science 29.4 (1963): 475-485. Link to Full Text for this item Link to SFX for this item
9. Smales, Lee A. "Political uncertainty and financial market uncertainty in an Australian context." Journal of international financial markets, institutions & money 32.1 (2014): 415-435. Link to SFX for this item
10. Bonilla, Claudio A. "Financial Markets and Politics: The Piñera Effect on the Chilean Capital Market." Emerging markets finance & trade 50.s1 (2014): 121-133. Link to SFX for this item
11. Ibe, Oliver C. "Brownian Motion." Wiley, 2013. 129-142. Link to SFX for this item
12. PÁSTOR, L. "Uncertainty about Government Policy and Stock Prices." The journal of finance 67.4 (2012): 1219-1264. Link to Full Text for this item Link to SFX for this item
13. Sato, A. "Application of spectral methods for high-frequency financial data to quantifying states of market participants." Physica. A 387.15 (2008): 3960-. Link to SFX for this item
14. Zimmermann, H G. "Multi-agent modeling of multiple FX-markets by neural networks." IEEE transactions on neural networks 12.4 (2001): 735-743. Link to SFX for this item
15. Horner, R. Forex on five hours a week : how to make money trading on your own time : Wiley Trading. 2010. Link to SFX for this item
16. Branke, J. "Improved Heuristics and a Genetic Algorithm for Finding Short Supersequences." OR-Spektrum 20.1 (1998): 39-45. Link to Full Text for this item Link to SFX for this item
17. "Forex Trading Volumes, Volatility and Spreads in Emerging Market Countries." BIS quarterly review (2000): 49-51. Link to SFX for this item
18. GIANNELLIS, N. "Testing for efficiency in selected developing foreign exchcange markets: An equilibrium-based approach." Economic modelling 26.1 (2009): 155-166. Link to SFX for this item
19. Lyons, K. "Tests of microstructural hypotheses in the foreign exchange market." Journal of financial economics 39.2,3 (1995): 321-51. Link to Full Text for this item Link to SFX for this item
20. Zhou, B. "High-Frequency Data and Volatility in Foreign-Exchange Rates." Journal of business & economic statistics 14.1 (1996): 45-52. Link to Full Text for this item Link to SFX for this item
View More...
View Less...
Select All Clear All

Expand list of advanced services Advanced
A service provided by the Library of the Wissenschaftspark Albert Einstein, Potsdam, Germany.
© 2005 SFX by Ex Libris Inc.