Early Detection Techniques for Market Risk Failure

DOI10.2202/1558-3708.1800zbMath1506.62414OpenAlexW2028543558MaRDI QIDQ5881617

Jose Olmo, William Pouliot

Publication date: 13 March 2023

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1800

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

This page was built for publication: Early Detection Techniques for Market Risk Failure