Multi-agent-based VaR forecasting (Q2246798)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-agent-based VaR forecasting |
scientific article |
Statements
Multi-agent-based VaR forecasting (English)
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16 November 2021
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agent-based modeling
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MSM estimation
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VaR forecasting
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