Does the asymmetric exponential power distribution improve systemic risk measurement?
Shu Wu, Huiqiong Chen and Helong Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Wu, Shu ; Chen, Huiqiong ; Li, Helong |
| Subject: | systemic risk | asymmetric exponential power distribution (AEPD) | conditional value-at-risk (CoVaR) | Chinese banking sector | parametric estimation | Statistische Verteilung | Statistical distribution | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Bank | Messung | Measurement | China | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2022.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485620