An entropy-based early warning indicator for systemic risk
Monica Billio, Roberto Casarin, Michele Costola, and Andrea Pasqualini
| Year of publication: |
[2015]
|
|---|---|
| Authors: | Billio, Monica ; Casarin, Roberto ; Costola, Michele ; Pasqualini, Andrea |
| Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
| Subject: | Entropy | systemic risk measures | early warning indicators | aggregation | Frühwarnsystem | Early warning system | Systemrisiko | Systemic risk | Entropie | Wirtschaftsindikator | Economic indicator | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis | Messung | Measurement | Aggregation | Prognoseverfahren | Forecasting model |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - Venezia : [Verlag nicht ermittelbar], ISSN 1827-336X, ZDB-ID 2201241-2. - Vol. 2015, no. 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011629540