Impact of value-at-risk models on market stability (Q1655705)
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scientific article; zbMATH DE number 6915651
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| English | Impact of value-at-risk models on market stability |
scientific article; zbMATH DE number 6915651 |
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Impact of value-at-risk models on market stability (English)
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9 August 2018
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value-at-risk
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agent-based simulation
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financial instability
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volatility
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risk limit
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volatility window
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0.7146461009979248
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0.6972689628601074
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0.6948578357696533
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0.6940996050834656
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