A gradient boosting approach to estimating tail risk interconnectedness
Year of publication: |
2022
|
---|---|
Authors: | Long, Yunshen ; Zeng, LinQing ; Wang, Jing ; Long, Xingchen ; Wu, Liang |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 8, p. 862-879
|
Subject: | Financial risk | interconnectedness | machine learning | tail risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Finanzkrise | Financial crisis |
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