Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Finance and Econometrics, Introduction to

  • Bruce Mizrach
Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-7701-4_16

Article Outline

Introduction

Econometrics

Agent Based Modeling

Finance

Market Microstructure

Conclusion

Acknowledgments

Bibliography

Keywords

Financial Economic Latent Variable Model Nonlinear Time Series Market Microstructure Markov Switching Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Notes

Acknowledgments

I would like to thank all of the contributors to this section of the encyclopedia.

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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Bruce Mizrach
    • 1
  1. 1.Department of EconomicsRutgers UniversityNew JerseyUSA