Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger causality in risk and detection of extreme risk spillover between financial markets |
scientific article |
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Granger causality in risk and detection of extreme risk spillover between financial markets (English)
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4 July 2016
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cross-spectrum
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extreme downside risk
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financial contagion
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Granger causality in risk
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nonlinear time series
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risk management
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value at risk
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