Testing for non-linearity in an artificial financial market: A recurrence quantification approach

  1. Belaire-Franch, J.
Journal:
Journal of Economic Behavior and Organization

ISSN: 0167-2681

Year of publication: 2004

Volume: 54

Issue: 4

Pages: 483-494

Type: Article

DOI: 10.1016/J.JEBO.2003.05.001 GOOGLE SCHOLAR