打字猴:1.704533786e+09
1704533786
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1704533789 Sargent, Thomas J. Bounded rationality in macroeconomics. New York: Oxford University Press, 1994.
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1704533791 Schank, R., and Abelson, R. P. Scripts, plans, goals, and understanding: An inquiry into human knowledge structures. Hillside, NJ: Erlbaum, 1977.
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1704533793 第03章 圣塔菲人工股票市场
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1704533795 W. B. Arthur (1992), “On Learning and Adaptation in the Economy,” Working Paper 92-07-038, Santa Fe Institute, Santa Fe, NM.
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1704533797 W. B. Arthur (1994), “Inductive Behavior and Bounded Rationality,” Amer. Econ.Rev., 84, pp. 406–411.
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1704533799 W. B. Arthur (1995), “Complexity in Economic and Financial Markets,” Complexity, 1, pp. 20–25.
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1704533801 A. Beltratti-S. Margarita (1992), “Simulating an Artificial Adaptive Stock Market,” mimeo, Turin University.
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1704533803 L. Blume-D. Easley (1982), “Learning to Be Rational,” J. Econ. Theory, 26, pp.340–351.
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1704533805 L. Blume-D. Easley (1990), “Evolution and Market Behavior,” J. Econ. Theory, 58, pp. 9–40.
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1704533809 P. Bossaerts (1995), “The Econometrics of Learning in Financial Markets,” Econometric Theory, 11, pp. 151–189.
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1704533811 M. Bray (1982), “Learning, Estimation, and Stability of Rational Expectations,” J. Econ. Theory, 26, pp. 318–339.
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1704533813 W. Brock-J. Lakonishok-B. LeBaron (1991), “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns,” Working Paper 91-01-006, Santa Fe Institute, Santa Fe, NM.
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1704533815 W. Brock-C. H. Hommes (1996), “Models of Complexity in Economics and Finance,” mimeo, Department of Economics, University of Wisconsin, Madison.
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1704533819 J. B. De Long-A. Shleifer-L. H. Summers-R. J. Waldmann (1990a), “Noise Trader Risk in Financial Markets,” J. Pol. Econ., 98, pp. 703–738.
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1704533825 B. T. Diba-H. I. Grossman (1988), “The Theory of Rational Bubbles in Stock Prices,” Econ. Jour., 98, pp. 746–754.
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1704533827 M. Eigen-P. Schuster (1979), The Hypercycle: A Principle of Natural Self-Organization, Springer, New York.
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1704533829 E. F. Fama-K. R. French (1988), “Permanent and Temporary Components of Stock Market Prices,” J. Pol. Econ., 96, pp. 246–273.
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1704533831 J. A. Frankel-K. A. Froot (1990), “Chartists, Fundamentalists, and Trading in the Foreign Exchange Market,” AEA Papers & Proc., 80, pp. 181–185.
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1704533833 D. Friedman-M. Aoki (1992), “Inefficient Information Aggregation as a Source of Asset Price Bubbles,” Bull. Econ. Res., 44, pp. 251–279.
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1704533835 C. A. E. Goodhart-M. O’Hara (1995), “High Frequency Data in Financial Markets: Issues and Applications,” Unpublished manuscript, London School of Economics.
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