Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach
Paulin, James, Calinescu, Anisoara, Wooldridge, MichaelVolume:
100
Langue:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2018.12.008
Date:
March, 2019
Fichier:
PDF, 1.89 MB
english, 2019