开课单位--班堡大学
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Do some Value-at-Risk Models Provoke Financial Market Destabilization? - An Agent-Based Financial Market Perspective[一些风险价值模型是否会引发金融市场动荡?-基于代理的金融市场视角]
  Oliver Hermsen(班堡大学) The aim of this paper is to explore the impact of different Value-at-Risk (VaR) models on the stability of financial markets. Based on a numerical ana...
热度：70
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