An extreme value approach to CoVaR estimation
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Publication:6387422
arXiv2201.00892MaRDI QIDQ6387422
Menglin Zhou, Natalia Nolde, Chen Zhou
Publication date: 3 January 2022
arXiv2201.00892MaRDI QIDQ6387422
Menglin Zhou, Natalia Nolde, Chen Zhou
Publication date: 3 January 2022