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Computational Methods in Economic Dynamics

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Listed:
  • Herbert Dawid
    (Universität Bielefeld)

  • Willi Semmler
    (New School for Social Research)

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Suggested Citation

  • Herbert Dawid & Willi Semmler (ed.), 2011. "Computational Methods in Economic Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, Springer, number 978-3-642-16943-4, May.
    • Handle: RePEc:spr:dymeef:978-3-642-16943-4
    DOI: 10.1007/978-3-642-16943-4
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    Cited by:

    1. Young, David & Poletti, Stephen & Browne, Oliver, 2014. "Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market," Energy Economics, Elsevier, vol. 45(C), pages 419-434.
    2. Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.

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