Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data
暂无分享，去创建一个
[1] T. Lux,et al. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model , 2005 .
[2] H. Ramser,et al. Funktionsfähigkeit und Stabilität von Finanzmärkten , 2005 .
[3] F. Westerhoff,et al. Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists , 2003 .
[4] Peter Winker,et al. A global optimization heuristic for estimating agent based models , 2003, Comput. Stat. Data Anal..
[5] Nando de Freitas,et al. Sequential Monte Carlo Methods in Practice , 2001, Statistics for Engineering and Information Science.
[6] Blake LeBaron,et al. Agent-based computational finance : Suggested readings and early research , 2000 .
[7] Adrian Pagan,et al. The econometrics of financial markets , 1996 .
[8] Milton Friedman,et al. The Case for Flexible Exchange Rates , 1996 .
[9] Mark P. Taylor,et al. Money and financial markets , 1993 .
[10] Alan Kirman,et al. Ants, Rationality, and Recruitment , 1993 .
[11] L. Summers,et al. Noise Trader Risk in Financial Markets , 1990, Journal of Political Economy.
[12] E. Fama. The Behavior of Stock-Market Prices , 1965 .
[13] M. Friedman,et al. Essays in Positive Economics , 1954 .