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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

Three essays on asset pricing and factor investing

Dirkx, Philipp A. - 2021

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Multifractal models, intertrade durations and return volatility

Segnon, Mawuli - 2015

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Four essays on Financial market institutions, capital allocation and economic uncertainty

Littke, Helge - 2018

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Tail risk and long memory in financial markets

Nguyen, Duc Binh Benno - 2018

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Why Does Implied Risk Aversion Smile?

Ziegler, Alexandre - 2002

This paper shows that preferences alone cannot explain the patterns reported in the literature.

Persistent link: https://www.econbiz.de/10005843337

Do gender and personality traits (BFI-10) influence trust? : a replication

Sudzina, František - In: Central European journal of management : CEJM 3 (2016) 1, pp. 47-53

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Risk-return relationship reinvestigated

Garg, Vidisha; Vasishth, Vibhuti - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 208-215

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Chief executive officer departures and market uncertainty

Cheung, W. Jane; Jackson, Andrew B. - In: Australian journal of management 38 (2013) 2, pp. 279-310

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Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

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