Impact of value-at-risk models on market stability (Q1655705)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6915651
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Impact of value-at-risk models on market stability |
scientific article; zbMATH DE number 6915651 |
Statements
Impact of value-at-risk models on market stability (English)
0 references
9 August 2018
0 references
value-at-risk
0 references
agent-based simulation
0 references
financial instability
0 references
volatility
0 references
risk limit
0 references
volatility window
0 references
0.7146461009979248
0 references
0.6972689628601074
0 references
0.6948578357696533
0 references
0.6940996050834656
0 references
