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SOCIAL SIMULATION OF STOCK MARKETS: TAKING IT TO THE NEXT LEVEL
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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
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  • 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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  • 2021Computational Experiments for Complex Social Systems—Part I: The Customization of Computational Model33 cited