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Impact of value-at-risk models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
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Using realistic trading strategies in an agent-based stock market model
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Computational and mathematical organization theory
24
(
2018
)
3
,
pp. 308-350
Persistent link: https://www.econbiz.de/10011885546
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