Bayesian estimation and likelihood-based comparison of agent-based volatility models

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1860-7128
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Bayesian estimation and likelihood-based comparison of agent-based volatility models ; day:24 ; month:6 ; year:2020 ; pages:1-38
Journal of economic interaction and coordination ; (24.6.2020), 1-38

Classification
Wirtschaft

Creator
Bertschinger, Nils
Mozzhorin, Iurii
Contributor
SpringerLink (Online service)

DOI
10.1007/s11403-020-00289-z
URN
urn:nbn:de:101:1-2020082023512133144798
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:00 AM CEST

Data provider

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