Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Jingru Ji, Donghua Wang and Dinghai Xu
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Ji, Jingru ; Wang, Donghua ; Xu, Dinghai |
| Publisher: |
Waterloo, Ontario : Department of Economics, University of Waterloo |
| Subject: | Agent-Based Model | Method of Simulated Moments | Extreme Risk | Value-at-Risk | Agentenbasierte Modellierung | Agent-based modeling | China | Risikomaß | Risk measure | Simulation | Aktienmarkt | Stock market | Risikomanagement | Risk management | Risiko | Risk | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
|---|---|
| Series: | Waterloo economic series : working paper. - Waterloo, Ont., ZDB-ID 2401491-6. - Vol. # 18, 006] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011900811