Pages that link to "Item:Q310977"

The following pages link to Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977):

Displaying 9 items.

• Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• A method for agent-based models validation (Q1655690) (← links)
• Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
• Sentiment contagion analysis of interacting investors: evidence from China's stock forum (Q2158912) (← links)
• Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
• Estimating a model of herding behavior on social networks (Q2170596) (← links)
• Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)