Forecasting systemic impact in financial networks
Nikolaus Hautsch; Julia Schaumburg; Melanie Schienle
| Year of publication: |
2014
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Schaumburg, Julia ; Schienle, Melanie |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 781-794
|
| Subject: | Systemic risk network | Prediction | Tail risk | Systemic relevance | Tail risk transmission | Systemrisiko | Systemic risk | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Risikomanagement | Risk management | Unternehmensnetzwerk | Business network | Risiko | Risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| 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/10010515583