Onset of financial instability studied via agent-based models
Year of publication: |
2017
|
---|---|
Authors: | Liu, Yi-Fang ; Andersen, Jørgen Vitting ; De Peretti, Philippe |
Published in: |
Systemic risk tomography : signals, measurement and transmission channels. - London : ISTE Press, ISBN 1-78548-085-5. - 2017, p. 95-125
|
Subject: | Finanzkrise | Financial crisis | Agentenbasierte Modellierung | Agent-based modeling | Systemrisiko | Systemic risk | Experimentelle Ökonomik | Experimental economics | Simulation | Finanzmarktökonometrie | Financial econometrics |
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