The econometric analysis of agent-based models in finance: An application

Youwei Li, B. Donkers, B. Melenberg

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Original languageEnglish
Title of host publicationIntelligent Data Engineering and Automated Learning
Subtitle of host publicationIDEAL 2007
EditorsH. Yin
Place of PublicationBerlin, Heideberg
PublisherSpringer
Pages1081-1091
Number of pages11
ISBN (Print)978-3-540-77225-5
DOIs
Publication statusPublished - Dec 2007
Event8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07) - Birmingham, United Kingdom
Duration: 01 Dec 200701 Dec 2007

Publication series

NameLecture Notes in Computer Science series
PublisherSpringer-Verlag
Volume4881

Conference

Conference8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07)
CountryUnited Kingdom
CityBirmingham
Period01/12/200701/12/2007

Cite this

Li, Y., Donkers, B., & Melenberg, B. (2007). The econometric analysis of agent-based models in finance: An application. In H. Yin (Ed.), Intelligent Data Engineering and Automated Learning: IDEAL 2007 (pp. 1081-1091). (Lecture Notes in Computer Science series; Vol. 4881). Berlin, Heideberg: Springer. https://doi.org/10.1007/978-3-540-77226-2_108
Li, Youwei ; Donkers, B. ; Melenberg, B. / The econometric analysis of agent-based models in finance: An application. Intelligent Data Engineering and Automated Learning: IDEAL 2007. editor / H. Yin . Berlin, Heideberg : Springer, 2007. pp. 1081-1091 (Lecture Notes in Computer Science series).
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Li, Y, Donkers, B & Melenberg, B 2007, The econometric analysis of agent-based models in finance: An application. in H Yin (ed.), Intelligent Data Engineering and Automated Learning: IDEAL 2007. Lecture Notes in Computer Science series, vol. 4881, Springer, Berlin, Heideberg, pp. 1081-1091, 8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07), Birmingham, United Kingdom, 01/12/2007. https://doi.org/10.1007/978-3-540-77226-2_108

The econometric analysis of agent-based models in finance: An application. / Li, Youwei; Donkers, B.; Melenberg, B.

Intelligent Data Engineering and Automated Learning: IDEAL 2007. ed. / H. Yin . Berlin, Heideberg : Springer, 2007. p. 1081-1091 (Lecture Notes in Computer Science series; Vol. 4881).

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

TY - CHAP

T1 - The econometric analysis of agent-based models in finance: An application

AU - Li, Youwei

AU - Donkers, B.

AU - Melenberg, B.

PY - 2007/12

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DO - 10.1007/978-3-540-77226-2_108

M3 - Chapter (peer-reviewed)

SN - 978-3-540-77225-5

T3 - Lecture Notes in Computer Science series

SP - 1081

EP - 1091

BT - Intelligent Data Engineering and Automated Learning

A2 - Yin , H.

PB - Springer

CY - Berlin, Heideberg

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Li Y, Donkers B, Melenberg B. The econometric analysis of agent-based models in finance: An application. In Yin H, editor, Intelligent Data Engineering and Automated Learning: IDEAL 2007. Berlin, Heideberg: Springer. 2007. p. 1081-1091. (Lecture Notes in Computer Science series). https://doi.org/10.1007/978-3-540-77226-2_108