| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0410877 |
| utime |
20240103182245.6 |
| mtime |
20060210235959.9 |
| ISBN |
80-248-0153-1 |
| title
(primary) (eng) |
Heterogeneous agent model with memory and asset price behaviour |
| publisher |
| place |
Ostrava |
| name |
Technical University |
| pub_time |
2002 |
|
| specification |
|
| serial |
| title
|
Proceedings of the 20th International Conference Mathematical Methods in Economics 2002 |
| page_num |
273-282 |
| editor |
|
|
| keyword |
efficient markets hypothesis |
| keyword |
heterogeneous agent model with memory technical trading rules |
| author
(primary) |
| ARLID |
cav_un_auth*0101230 |
| name1 |
Vošvrda |
| name2 |
Miloslav |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101217 |
| name1 |
Vácha |
| name2 |
Lukáš |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
05D |
| cas_special |
| project |
| project_id |
GA402/00/0439 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008931 |
|
| project |
| project_id |
GA402/01/0034 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008950 |
|
| project |
| project_id |
IAA7075202 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0001803 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0212944 |
| name |
Mathematical Methods in Economics |
| place |
Ostrava |
| country |
CZ |
| dates |
03.09.2002-05.09.2002 |
|
| RIV |
AH |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0130964 |
| ID_orig |
UTIA-B 20020091 |
| arlyear |
2002 |
| mrcbU10 |
2002 |
| mrcbU10 |
Ostrava Technical University |
| mrcbU12 |
80-248-0153-1 |
| mrcbU63 |
Proceedings of the 20th International Conference Mathematical Methods in Economics 2002 273 282 |
| mrcbU67 |
Ramík J. 340 |
|