| bibtype |
J -
Journal Article
|
| ARLID |
0411077 |
| utime |
20240103182300.0 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Heterogeneous Agent Model with Memory and Asset Price Behaviour |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0290424 |
| ISSN |
1210-0455 |
| title
|
Prague Economic Papers |
| volume_id |
12 |
| volume |
2 (2003) |
| page_num |
155-168 |
| publisher |
| name |
Vysoká škola ekonomická v Praze |
|
|
| keyword |
efficient markets hypothesis |
| keyword |
technical trading rules |
| keyword |
heterogeneous agent model with memory and learning |
| 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 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
The efficient markets hypothesis provides a theoretical basis on which technical trading rules (TTRs) are rejected as a viable trading strategy. TTs, providing a signal to the user when to buy or sell asset based on such price patterns, should not be useful for generating excess returns. Technical traders tend to put little faith in strict efficient markets hypothesis. |
| RIV |
AH |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131164 |
| ID_orig |
UTIA-B 20030064 |
| arlyear |
2003 |
| mrcbU63 |
cav_un_epca*0290424 Prague Economic Papers 1210-0455 2336-730X Roč. 12 č. 2 2003 155 168 Vysoká škola ekonomická v Praze |
|