Andersen T G, Bollerslev T. Intraday periodicity and volatility persistence in financial markets [J]. Journal of Empirical Finance, 1997, 6(4): 115-158.
[2]
Tesfatsion L, Judd K L. Handbook of computational economics: agent based computational economics [M]. Amsterdam:Elsevier, 2006.
[3]
Kahneman D, Tversky A. Prospect theory: an analysis of decision under risk [J].Econometrica, 1979, 2(47): 263-292.
[4]
Cabrales A, Hoshib T. Heterogeneous beliefs, wealth accumulation, and asset price dynamics [J]. Journal of Economic Dynamics and Control, 1996, 6(20): 1073-1100.
[5]
Day R, Huang W,Bulls J. Bears and market sheep [J]. Economic Behavior and Organization,1990, 6(14):299-329.
[6]
Grauwe P D, Dewachter H,Embechts M. Exchange rate theory:chaotic models of foreign exchange [M]. Cambridge: Blackwell, 1993.
[7]
Lux T,Marchesi M. Journal of economic behavior and organization: special issue on heterogeneous interacting agents in financial markets [J]. Journal of Economic Behavior & Organization,2002, 12(49): 143-147.
[8]
Campbell J Y. Asset pricing at the millennium [J]. Journal of Finance, 2000, 7(55): 1515-1567.
[9]
Frankel J A, Froot K A. Chartists, fundamentalists, and trading in the foreign exchange market [J]. America Economic Review, 1990, 80(2): 181-185.
[10]
Kaizoji T. Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity [J]. Physica A, 2000, 7(287): 493-506.
[11]
Challet D, Marsili M, Zhang Yicheng.From minority games to real markets [J]. Quant Finance, 2001, 1(1): 168-176.
[12]
Schütz G M, de Almeida Prado F P,Harris R J,Belitsky V. Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents [J]. Physica A, 2009, 7(388): 4126-4144.
[13]
Anatoly B,Schmidt J. Modeling the demand-price relations in a high-frequency foreign exchange market [J]. Physica A,1999, 7(271): 507-514.
Shefrin H, Statman M.Behavioral capital asset pricing theory [J]. The Journal of Financial and Quantitative Analysis, 1994, 4(29): 323-349.
[16]
Lux T J. The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions [J]. Economic Behavior and Organization, 1998, 3(33): 143-165.
