A calibration procedure for analyzing stock price dynamics in an agent-based framework
type: Item
instance of: scholarly article
title: A calibration procedure for analyzing stock price dynamics in an agent-based framework
zbMATH Open document ID: 1401.91564
author: Maria Cristina Recchioni
author: Gabriele Tedeschi
author: Mauro Gallegati
publication date: 2018-08-13T00:00:00Z
full work available at URL: http://hdl.handle.net/10234/160676
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6916998
zbMATH Keywords: calibration
zbMATH Keywords: validation
zbMATH Keywords: forecasting
zbMATH Keywords: agent-based models
zbMATH Keywords: asset pricing
zbMATH Keywords: heterogeneous beliefs
describes a project that uses: meboot
MaRDI profile type: Publication
OpenAlex ID: W2122279589
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DOI: 10.1016/J.JEDC.2015.08.003
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916998