Can future systemic financial risks be quantified? : ergodic versus nonergodic stochastic processes
Paul Davidson
| Year of publication: |
2009
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| Authors: | Davidson, Paul |
| Published in: |
Brazilian journal of political economy. - São Paulo : Editora Camburi, ISSN 0101-3157, ZDB-ID 734077-1. - Vol. 29.2009, 4, p. 324-340
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| Subject: | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Theorie | Theory | Markov-Kette | Markov chain | Systemrisiko | Systemic risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003959035