Estimation of sentiment effects in financial markets : a simulated method of moments approach
Year of publication: |
2015
|
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Authors: | Chen, Zhenxi ; Lux, Thomas |
Publisher: |
Kiel : Univ. |
Subject: | simulation-based estimation | herding | Agent-based model | model validation | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Herdenverhalten | Herding | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
Extent: | Online-Ressource (32 S.) graph. Darst. |
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Series: | Finmap working paper. - Kiel : Univ., ZDB-ID 2785854-6. - Vol. 37 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/108992 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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