Pages that link to "Item:Q2315658"
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The following pages link to A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658):
Displayed 8 items.
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas (Q5079226) (← links)
- Wavelet block thresholding for copula density estimation under biased sampling (Q6074364) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)