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

@@ Property / author @@
-Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
-Normal rank
@@ Property / author @@
+Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C20
@@ Property / Mathematics Subject Classification ID: 65C20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5903825
@@ Property / zbMATH DE Number: 5903825 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+method of simulated moments
@@ Property / zbMATH Keywords: method of simulated moments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+daily returns
@@ Property / zbMATH Keywords: daily returns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autocorrelation patterns
@@ Property / zbMATH Keywords: autocorrelation patterns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fundamentalist and technical trading
@@ Property / zbMATH Keywords: fundamentalist and technical trading / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-010-9238-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1982696788
@@ Property / OpenAlex ID: W1982696788 / rank @@
+Normal rank
@@ Property / cites work @@
+On the specification of noise in two agent-based asset pricing models
+Normal rank
@@ Property / cites work @@
+Estimation of a structural stochastic volatility model of asset pricing
+Normal rank
@@ Property / cites work @@
+A global optimization heuristic for estimating agent based models
+Normal rank
@@ Property / cites work @@
+Simulation estimation of time-series models
@@ Property / cites work: Simulation estimation of time-series models / rank @@
+Normal rank
@@ Property / cites work @@
+Representativeness of news and exchange rate dynamics
+Normal rank
@@ Property / cites work @@
+Q3713481
@@ Property / cites work: Q3713481 / rank @@
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@@ Property / cites work @@
+Q5708631
@@ Property / cites work: Q5708631 / rank @@
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@@ Property / cites work @@
+Q5290921
@@ Property / cites work: Q5290921 / rank @@
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@@ Property / cites work @@
+Q3592366
@@ Property / cites work: Q3592366 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:540665