Estimation of a structural stochastic volatility model of asset pricing (Q540665): Difference between revisions

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+https://doi.org/10.1007/s10614-010-9238-7
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+W1982696788
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+On the specification of noise in two agent-based asset pricing models
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+Estimation of a structural stochastic volatility model of asset pricing
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+A global optimization heuristic for estimating agent based models
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+Simulation estimation of time-series models
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+Representativeness of news and exchange rate dynamics
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