Browsing by Subject "Inference"
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Essays on the Econometrics of Option Prices
(2014)This dissertation develops new econometric techniques for use in estimating and conducting inference on parameters that can be identified from option prices. The techniques in question extend the existing literature in financial ... -
Statistical Inference Utilizing Agent Based Models
(2014)Agent-based models (ABMs) are computational models used to simulate the behaviors, actionsand interactions of agents within a system. The individual agents each have their own set of assigned attributes and rules, which ...
