Measuring network systemic risk contributions: a leave-one-out approach (Q1734536): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:42, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring network systemic risk contributions: a leave-one-out approach |
scientific article |
Statements
Measuring network systemic risk contributions: a leave-one-out approach (English)
0 references
27 March 2019
0 references
systemic risk
0 references
interconnectedness
0 references
financial networks
0 references
Granger causality
0 references
spurious causalities
0 references
leave-one-out
0 references
