Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing
Year of publication: |
2017
|
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Authors: | De Nicolo, Gianni |
Other Persons: | Lucchetta, Marcella (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Systemrisiko | Systemic risk | Stetige Verteilung | Continuous distribution | G7-Staaten | G7 countries |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1763852 [DOI] |
Classification: | C5 - Econometric Modeling ; E3 - Prices, Business Fluctuations, and Cycles ; G2 - Financial Institutions and Services |
Source: | ECONIS - Online Catalogue of the ZBW |
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