Estimation of sentiment effects in financial markets : a simulated method of moments approach
Zhenxi Chen, Thomas Lux
| Year of publication: |
2018
|
|---|---|
| Authors: | Chen, Zhenxi ; Lux, Thomas |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 3, p. 711-744
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| Subject: | Agent-based model | Herding | Model validation | Simulation-based estimation | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Herdenverhalten | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9638-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053041