Looking at the tail : price-based measures of systemic importance
Year of publication: |
2013
|
---|---|
Authors: | Chen Zhou ; Tarashev, Nikola A. |
Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1683-0121, ZDB-ID 2265732-0. - 2013, p. 47-61
|
Subject: | Bank | Systemrisiko | Systemic risk | Messung | Measurement | Ausreißer | Outliers |
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