\(S_U\)-\(\varDelta CoVaR\) (Q433176)
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scientific article; zbMATH DE number 6055750
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | \(S_U\)-\(\varDelta CoVaR\) |
scientific article; zbMATH DE number 6055750 |
Statements
\(S_U\)-\(\varDelta CoVaR\) (English)
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13 July 2012
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systemic risk
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\(S_U\)-normal distribution
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0.822458028793335
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0.810243546962738
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0.8064631223678589
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0.797347366809845
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0.778715968132019
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