Parameter estimation of an agent-based stock price model (Q6570572)
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scientific article; zbMATH DE number 7879459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of an agent-based stock price model |
scientific article; zbMATH DE number 7879459 |
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Parameter estimation of an agent-based stock price model (English)
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10 July 2024
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stock price
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long-range dependence
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self-similarity
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Hurst parameter
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