Econometric analysis of microscopic simulation models (Q3064019)

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Econometric analysis of microscopic simulation models
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    title
    Econometric analysis of microscopic simulation models (English)
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    author
    Youwei Li
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    Bas Donkers
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    Bertrand Melenberg
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    publication date
    20 December 2010
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    Mathematics Subject Classification ID
    91G70
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    62M10
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    62P05
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    zbMATH DE Number
    5827879
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    zbMATH Keywords
    econometric analysis
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    financial markets
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    market fraction model
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    microscopic simulation models
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