Modeling and Backtesting Systemic Risk Measures : The Case of Coes
Year of publication: |
2022
|
---|---|
Authors: | Du, Zaichao ; Lei, Liheng ; Wang, Xuhui ; Zhou, Xin |
Publisher: |
[S.l.] : SSRN |
Subject: | Messung | Measurement | Theorie | Theory | Systemrisiko | Systemic risk | Schätzung | Estimation | Statistischer Test | Statistical test | Risikomaß | Risk measure |
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