Indirect estimation of the parameters of agent based models of financial markets
Peter Winker and Manfred Gilli
| Year of publication: |
2001
|
|---|---|
| Authors: | Winker, Peter ; Gilli, Manfred |
| Publisher: |
Geneva : FAME |
| Subject: | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Simulation | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | US-Dollar | US dollar | Theorie | Theory | Deutschland | Germany | Agentenbasierte Modellierung | Agent-based modeling |
| Extent: | 13 S graph. Darst |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva, ZDB-ID 2121038-X. - Vol. 38 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.fame.ch/research/papers/WinkerGilli.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001641864