Tail event driven networks of SIFIs (Q1739652)

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Tail event driven networks of SIFIs
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    title
    Tail event driven networks of SIFIs (English)
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    author
    Cathy Yi-Hsuan Chen
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    Wolfgang Karl Härdle
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    Yarema Okhrin
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    publication date
    26 April 2019
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    Mathematics Subject Classification ID
    62P05
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    62G08
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    62M10
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    91G45
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    zbMATH DE Number
    7048319
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    zbMATH Keywords
    systemic risk
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    network analysis
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    network autoregression
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    tail event
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