Financial Network Systemic Risk Contributions (Q4554731)
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scientific article; zbMATH DE number 6975895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Network Systemic Risk Contributions |
scientific article; zbMATH DE number 6975895 |
Statements
Financial Network Systemic Risk Contributions (English)
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9 November 2018
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systemic risk beta
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tail risk exposures
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value-at-risk
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statistical inference
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