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~person:"Gilli, Manfred"
~subject:"Kapitalmarktforschung"
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Kapitalmarktforschung
Generalized Pareto Distribution
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International Center for Financial Asset Management and Engineering (FAME) - Arbeitspapiere
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Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
Winker, Peter
;
Gilli, Manfred
-
2001
This paper proposes validation using simulation based indirect estimation. It uses typical characteristic moments of financial market data to assess the similarity of simulation outcomes.
Persistent link: https://www.econbiz.de/10009138391
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