Simulation and estimation of an agent-based market-model with a matching engine
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Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 15-41.
- Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," Sciences Po publications 2016-12, Sciences Po.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2021-08-23 (Computational Economics)
- NEP-HME-2021-08-23 (Heterodox Microeconomics)
- NEP-ISF-2021-08-23 (Islamic Finance)
- NEP-MST-2021-08-23 (Market Microstructure)
- NEP-ORE-2021-08-23 (Operations Research)
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