Indirect estimation of the parameters of agent based models of financial markets
Year of publication: |
2001
|
---|---|
Authors: | Winker, Peter ; Gilli, Manfred |
Publisher: |
Geneva : FAME |
Subject: | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Simulation | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | US-Dollar | US dollar | Theorie | Theory | Deutschland | Germany | Agentenbasierte Modellierung | Agent-based modeling |
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