Complex Systems in Finance and Econometrics

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

Finance, Agent Based Modeling in

  • Sebastiano Manzan
Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-7701-4_17

Article Outline

Glossary

Definition of the Subject

Introduction

The Standard RE Model

Analytical Agent-Based Models

Computational Agent-Based Models

Other Applications in Finance

Future Directions

Bibliography

Keywords

Income Autocorrelation Volatility 
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Sebastiano Manzan
    • 1
  1. 1.Department of Economics and FinanceBaruch College CUNYNew YorkUSA