Modeling time-varying tail dependence, with application to systemic risk forecasting

Yannick Hoga

Year of publication:	2022
Authors:	Hoga, Yannick
Subject:	asymptotic dependence \| asymptotic independence \| forecasting \| systemic risk \| maximum likelihood \| Prognoseverfahren \| Forecasting model \| Systemrisiko \| Systemic risk \| Statistische Verteilung \| Statistical distribution \| Risikomaß \| Risk measure \| Zeitreihenanalyse \| Time series analysis \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Schätztheorie \| Estimation theory \| Multivariate Verteilung \| Multivariate distribution

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