Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
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Other versions of this item:
- Winmker, P. & Gilli, M., 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Papers 38, Manitoba - Department of Economics.
- Manfred GILLI, & Peter WINKER, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series rp38, International Center for Financial Asset Management and Engineering.
- Peter Winker and Manfred Gilli, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2001 59, Society for Computational Economics.
More about this item
KeywordsAgent Based Models; Validation; Optimization Heuristics;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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