Global risk factor theory and risk scenario generation based on the Rogov-causality test of time series time-warped longest common subsequence
Mikhail Rogov
| Year of publication: |
2015
|
|---|---|
| Authors: | Rogov, Mikhail |
| Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 263-278
|
| Subject: | Default rate | Financial risk | Geomagnetic activity | Global risk factor | Human error | Key risk indicator | Longest common subsequence | Operational risk | risk management | Rogov-causality | Space weather | Time series | Time warp | Volatility | Risikomanagement | Risk management | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Volatilität | Operationelles Risiko |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326620