Pages that link to "Item:Q281059"
From MaRDI portal
The following pages link to TENET: tail-event driven network risk (Q281059):
Displaying 26 items.
- Covar of families of copulas (Q342737) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Analysing the systemic risk of Indian banks (Q1730177) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Tail event driven networks of SIFIs (Q1739652) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Financial risk meter FRM based on expectiles (Q2078547) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Network quantile autoregression (Q2323385) (← links)
- A new measure of the resilience for networks of funds with applications to socially responsible investments (Q2669424) (← links)
- Identification of systemically important financial institutions in a multiplex financial network: a multi-attribute decision-based approach (Q2683270) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- A distributed community detection algorithm for large scale networks under stochastic block models (Q6096648) (← links)
- Community network auto-regression for high-dimensional time series (Q6108298) (← links)
- Identifying systemically important financial institutions in China: new evidence from a dynamic copula-CoVaR approach (Q6148779) (← links)
- Distributed estimation and inference for spatial autoregression model with large scale networks (Q6193070) (← links)
- Risk contagion due to overlapping portfolios with leverage decision (Q6497599) (← links)
- Tail risk connectedness in clean energy and oil financial market (Q6547061) (← links)
- Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets (Q6551765) (← links)
- Generalized latent space model for one-mode networks with awareness of two-mode networks (Q6561253) (← links)
- Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies (Q6592295) (← links)
- Dynamic Network Quantile Regression Model (Q6626213) (← links)
