Odhadování finančních agentních modelů
This thesis proposes computational framework for empirical estimation of Finan- cial Agent-Based Models (FABMs) that does not rely upon restrictive theoretical assumptions. First, we develop a two-step estimation methodology for one of the his- torically first FABMs-the stochastic cusp catastrophe m...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2016
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| Online Access: | http://www.nusl.cz/ntk/nusl-348925 |