A gradient boosting approach to estimating tail risk interconnectedness
Yunshen Long, LinQing Zeng, Jing Wang, Xingchen Long and Liang Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Long, Yunshen ; Zeng, LinQing ; Wang, Jing ; Long, Xingchen ; Wu, Liang |
| Subject: | Financial risk | interconnectedness | machine learning | tail risk | Künstliche Intelligenz | Artificial intelligence | Risikomanagement | Risk management | Risiko | Risk | Systemrisiko | Systemic risk | Statistische Verteilung | Statistical distribution | Finanzrisiko | Risikomaß | Risk measure | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1969002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012874756