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

Youwei Li; B. Donkers; B. Melenberg

doi:10.1007/978-3-540-77226-2_108

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

Youwei Li, B. Donkers, B. Melenberg

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English
Title of host publication	Intelligent Data Engineering and Automated Learning
Subtitle of host publication	IDEAL 2007
Editors	H. Yin
Place of Publication	Berlin, Heideberg
Publisher	Springer
Pages	1081-1091
Number of pages	11
ISBN (Print)	978-3-540-77225-5
DOIs	https://doi.org/10.1007/978-3-540-77226-2_108
Publication status	Published - Dec 2007
Event	8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07) - Birmingham, United Kingdom Duration: 01 Dec 2007 → 01 Dec 2007

Publication series

Name	Lecture Notes in Computer Science series
Publisher	Springer-Verlag
Volume	4881

Conference

Conference	8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07)
Country/Territory	United Kingdom
City	Birmingham
Period	01/12/2007 → 01/12/2007

Access to Document

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

http://www.scopus.com/inward/record.url?scp=38449100037&partnerID=8YFLogxK

Cite this

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title = "The econometric analysis of agent-based models in finance: An application",

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pages = "1081--1091",

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booktitle = "Intelligent Data Engineering and Automated Learning",

note = "8th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL'07) ; Conference date: 01-12-2007 Through 01-12-2007",

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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 proceeding › Chapter (peer-reviewed) › peer-review

TY - CHAP

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

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