A calibration procedure for analyzing stock price dynamics in an agent-based framework
Maria Cristina Recchioni, Gabriele Tedeschi, Mauro Gallegati
| Year of publication: |
November 2015
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| Authors: | Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Gallegati, Mauro |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 60.2015, p. 1-25
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| Subject: | Calibration | Validation | Forecasting | Agent-based models | Asset pricing | Heterogeneous beliefs | Agentenbasierte Modellierung | Agent-based modeling | Börsenkurs | Share price | CAPM | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011575069