Time series properties of an artificial stock marketBlake D. LeBaron, W. Brian Arthur, Richard Palmer1999-09-01articleJournal of Economic Dynamics and Control729 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesEconomic theories and modelsComplex Systems and Time Series AnalysisAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 729 citations exist upstream.References1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1990Noise Trader Risk in Financial Markets2012The Econometrics of Financial Markets1991Efficient Capital Markets: II1997The Econometrics of Financial Markets1992ARCH modeling in finance1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors1996A test for independence based on the correlation dimensionCited by2009Textual analysis of stock market prediction using breaking financial news2005Heterogeneous Agent Models in Economics and Finance2010DCCA cross-correlation coefficient: Quantifying level of cross-correlation2000Agent-based computational finance: Suggested readings and early research2006Chapter 23 Heterogeneous Agent Models in Economics and Finance2002The price dynamics of common trading strategies2006Chapter 24 Agent-based Computational Finance2009Quantifying cross-correlations using local and global detrending approaches