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Agent-Based Stockmarket Models: calibration issues and application (2002)
by
Jon Palin
| Citations: | 5 - 0 self |
BibTeX
@MISC{Palin02agent-basedstockmarket,
author = {Jon Palin},
title = {Agent-Based Stockmarket Models: calibration issues and application},
year = {2002}
}
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Abstract
This paper considers whether a particular agent-based stockmarket model is of use in addressing the specific practical issue of how share prices respond to the sale of a large volume of shares. The paper also considers the problems faced in calibrating the model to stock returns found in real markets
