Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Year of publication: |
[2018]
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Authors: | Ji, Jingru ; Wang, Donghua ; Xu, Dinghai |
Publisher: |
Waterloo, Ontario : Department of Economics, University of Waterloo |
Subject: | Agent-Based Model | Method of Simulated Moments | Extreme Risk | Value-at-Risk | Agentenbasierte Modellierung | Agent-based modeling | Risikomaß | Risk measure | Simulation | Aktienmarkt | Stock market | China | Theorie | Theory | Risiko | Risk | Volatilität | Volatility |
Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
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Series: | Waterloo economic series : working paper. - Waterloo, Ont., ZDB-ID 2401491-6. - Vol. # 18, 006] |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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