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Heterogeneous agent model with memory and asset price behaviour.

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020091" target="_blank" >RIV/67985556:_____/02:16020091 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11230/02:00008042 RIV/00216208:11230/03:00009729

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Heterogeneous agent model with memory and asset price behaviour.

  • Original language description

    The Efficient Markets Hypothesis provides a theoretical basis on which technical trading rules are rejected as a viable trading strategy. Technical trading rules, providing a signal of when to buy or sell asset based on such price patterns to the user, should not be useful for generating excess returns. Technical traders and chartists tend to put little faith in strict efficient markets.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2002

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 20th International Conference Mathematical Methods in Economics 2002.

  • ISBN

    80-248-0153-1

  • ISSN

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

    273-282

  • Publisher name

    Technical University

  • Place of publication

    Ostrava

  • Event location

    Ostrava [CZ]

  • Event date

    Sep 3, 2002

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article