Impact of value-at-risk models on market stability (Q1655705)
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scientific article; zbMATH DE number 6915651
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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