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Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market

Ji, Jingru; Wang, Donghua; Xu, Dinghai - In: Economic modelling 80 (2019), pp. 383-391

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Structural stochastic volatility in asset pricing dynamics : estimation and model contest

Franke, Reiner; Westerhoff, Frank H. - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1193-1211

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Global risk assessment for development processes : from framework to simulation

Petronijevic, Jelena; Etienne, Alain; Siadat, Ali - In: International journal of production research 60 (2022) 24, pp. 7214-7238

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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

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Impact of value-at-risk models on market stability

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Talking about the likelihood of risks : an agent-based simulation of discussion processes in risk workshops

Harten, Clemens; Meyer, Matthias; … - In: Journal of accounting & organizational change : JAOC 18 (2022) 1, pp. 153-173

Purpose: This paper aims to explore drivers of the effectiveness of risk assessments in risk workshops. Design …/methodology/approach: This study uses an agent-based model to simulate risk assessments in risk workshops. Combining the notions of transactive … memory and the ideal speech situation, this study establishes a risk assessment benchmark and then investigates real …

Persistent link: https://www.econbiz.de/10012797774