Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940)
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scientific article; zbMATH DE number 7478899
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| English | Dynamic large financial networks \textit{via} conditional expected shortfalls |
scientific article; zbMATH DE number 7478899 |
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Dynamic large financial networks \textit{via} conditional expected shortfalls (English)
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22 February 2022
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finance
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financial networks
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portfolio analysis
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systemic risk
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expectile regression
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0.785934567451477
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0.7483580708503723
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0.7376882433891296
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0.7351722121238708
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