Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Winker, Peter ; Gilli, Manfred |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Agent Based Models | Validation | Optimization Heuristics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 314 |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10005345482