Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach |
scientific article |
Statements
Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (English)
0 references
27 March 2019
0 references
agent-based model
0 references
systemic risk
0 references
flash crashes
0 references
limit order book
0 references
algorithmic trading
0 references
portfolio crowding
0 references
0 references
0 references
0 references
0 references
