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

Article Outline



Agent Based Modeling


Market Microstructure





Financial Economic Latent Variable Model Nonlinear Time Series Market Microstructure Markov Switching Model 
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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