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~isPartOf:"Handbook of computational economics : Volume 4: Heterogeneous agent modeling"
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Handbook of computational economics : Volume 4: Heterogeneous agent modeling
Journal of economic dynamics & control
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Chapter 6. Models of Financial Stability and Their Application in Stress Tests
Aymanns, Christoph
;
Farmer, J. Doyne
;
Kleinnijenhuis, …
- In:
Handbook of computational economics : Volume 4: …
,
(pp. 329-391)
.
2018
We review
heterogeneous
agent
models of financial stability and their application in stress tests. In contrast to the …
Persistent link: https://www.econbiz.de/10014024350
Saved in:
2
Chapter 5.
Heterogeneous
Agent
Models in Finance
Dieci, Roberto
;
He, Xue-Zhong
- In:
Handbook of computational economics : Volume 4: …
,
(pp. 257-328)
.
2018
This chapter surveys the state-of-art of
heterogeneous
agent
models (HAMs) in finance using a jointly theoretical and …
Persistent link: https://www.econbiz.de/10014024353
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