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

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-Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
-Normal rank
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+Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-010-9238-7
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@@ Property / OpenAlex ID @@
+W1982696788
@@ Property / OpenAlex ID: W1982696788 / rank @@
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@@ Property / cites work @@
+On the specification of noise in two agent-based asset pricing models
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@@ Property / cites work @@
+Estimation of a structural stochastic volatility model of asset pricing
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@@ Property / cites work @@
+A global optimization heuristic for estimating agent based models
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@@ Property / cites work @@
+Simulation estimation of time-series models
@@ Property / cites work: Simulation estimation of time-series models / rank @@
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@@ Property / cites work @@
+Representativeness of news and exchange rate dynamics
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@@ 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