A calibration procedure for analyzing stock price dynamics in an agent-based framework
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Publication:1657455
DOI10.1016/j.jedc.2015.08.003zbMath1401.91564OpenAlexW2122279589MaRDI QIDQ1657455
Maria Cristina Recchioni, Gabriele Tedeschi, Mauro Gallegati
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10234/160676
Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Heterogeneous agent models (91B69)
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Uses Software
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