Time series properties of an artificial stock market

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1999

Volume: 23

Issue: 9-10

Pages: 1487-1516

Authors (3)

LeBaron, Blake (Brandeis University) Arthur, W. Brian (not in RePEc) Palmer, Richard (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count