Youwei Li, Bas Donkers, Bertrand Melenberg. The Econometric Analysis of Agent-Based Models in Finance: An Application. In Hujun Yin, Peter Tiño, Emilio Corchado, William Byrne, Xin Yao, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2007, 8th International Conference, Birmingham, UK, December 16-19, 2007, Proceedings. Volume 4881 of Lecture Notes in Computer Science, pages 1081-1091, Springer, 2007. [doi]
Abstract is missing.