Stochastic orders and multivariate measures of risk contagion (Q2656999)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic orders and multivariate measures of risk contagion |
scientific article |
Statements
Stochastic orders and multivariate measures of risk contagion (English)
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17 March 2021
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risk measure
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contagion risk
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stochastic orders
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CoVaR
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CoES
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