Bayesian estimation and likelihood-based comparison of agent-based volatility models
Crossref DOI link: https://doi.org/10.1007/s11403-020-00289-z
Published Online: 2020-06-24
Published Print: 2021-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bertschinger, Nils http://orcid.org/0000-0002-6699-9596
Mozzhorin, Iurii
Funding for this research was provided by:
Helmut O. Maucher
Text and Data Mining valid from 2020-06-24
Version of Record valid from 2020-06-24
Article History
Received: 1 July 2019
Accepted: 26 May 2020
First Online: 24 June 2020