Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547)
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scientific article; zbMATH DE number 7043281
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach |
scientific article; zbMATH DE number 7043281 |
Statements
Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (English)
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27 March 2019
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agent-based model
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systemic risk
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flash crashes
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limit order book
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algorithmic trading
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portfolio crowding
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0.720435619354248
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0.7142267227172852
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0.7077057957649231
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0.7066159844398499
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0.7032782435417175
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