Applying the method of simulated moments to estimate a small agent-based asset pricing model

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 804-815

  Franke, Reiner ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Autocorrelation patterns; Daily returns; Fundamentalists and speculators; Simulation based estimation

Indexed keywords

EID: 70349832723     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.06.006     Document Type: Article

References (20)

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