Estimation of financial agent-based models with simulated maximum likelihood (Q1655776): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121233771 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of agent-based models: The case of an asymmetric herding model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical validation of stochastic models of interacting agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulated Non-Parametric Estimation of Dynamic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Microstructure Noise, Realized Variance, and Optimal Sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Can a stochastic cusp catastrophe model explain stock market crashes? / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Product Growth for Model Consumer Durables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioral heterogeneity in stock prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic analysis of moving average rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneity of agents, transactions costs and the exchange rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Herding, a-synchronous updating and heterogeneity in memory in a CBS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Martingale Simulation for Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a structural stochastic volatility model of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural stochastic volatility in asset pricing dynamics: estimation and model contest / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioral heterogeneity in the option market / rank
 
Normal rank
Property / cites work
 
Property / cites work: A global optimization heuristic for estimating agent based models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of ergodic agent-based models by simulated minimum distance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian estimation of agent-based models / rank
 
Normal rank
Property / cites work
 
Property / cites work: UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of dynamic models with nonparametric simulated maximum likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneity in stock prices: a STAR model with multivariate transition function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Prices in an Exchange Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: A calibration procedure for analyzing stock price dynamics in an agent-based framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists / rank
 
Normal rank

Latest revision as of 07:51, 16 July 2024

scientific article
Language Label Description Also known as
English
Estimation of financial agent-based models with simulated maximum likelihood
scientific article

    Statements

    Estimation of financial agent-based models with simulated maximum likelihood (English)
    0 references
    0 references
    0 references
    9 August 2018
    0 references
    0 references
    heterogeneous agent model
    0 references
    simulated maximum likelihood
    0 references
    estimation
    0 references
    intensity of choice
    0 references
    switching
    0 references
    0 references
    0 references