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CREDIT
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ECONOMIC MODELS
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ESTIMATION
1
FINANCIAL MARKET
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RISK
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Gilli, M.
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Louberge, H.
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Economics Department, University of Manitoba
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Manitoba - Department of Economics
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
250
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Giornale degli economisti e annali di economia
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Analyzing global environmental issues : theoretical and experimental applications and their policy implications ; [8th Meeting on Game Theory and Practice ; Riverside, California in July 2011 ; collection of papers]
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Discussion papers / Governance and the Efficiency of Economic Systems
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Dynamic analysis in complex economic environments : essays in honor of Christophe Deissenberg
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Coping with Credit Risk.
Louberge, H.
;
Schlesinger, H.
-
Economics Department, University of Manitoba
-
2001
In this paper we develop a method for coping with credit risk by decomposing this risk into idiosyncratic and Systemic Composents that may be treated separately.
Persistent link: https://www.econbiz.de/10005776629
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2
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets.
Winmker, P.
;
Gilli, M.
-
Economics Department, University of Manitoba
-
2001
Agent based models take into account limited rational behaviour of individuals acting on financial markets. Explicit simulation of this behaviour and the resulting interaction of individuals provide a description of aggregate financial market time series. Al-though the outcomes of such...
Persistent link: https://www.econbiz.de/10005776630
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