Agent-based model generating stylized facts of fixed income markets
Year of publication: |
2022
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Authors: | Kopp, Antoine ; Westphal, Rebecca ; Sornette, Didier |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 17.2022, 4, p. 947-992
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Subject: | Agent-based model | Fixed-income | Stylized facts | Transient phenomena | Yield curve | Agentenbasierte Modellierung | Agent-based modeling | Anleihe | Bond | Theorie | Theory | Zinsstruktur | Kapitaleinkommen | Capital income |
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