Predicting systemic risk with entropic indicators
Nikola Gradojevic and Marko Caric
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Gradojevic, Nikola ; Caric, Marko |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 1, p. 16-25
|
| Subject: | financial crisis | systemic risk | risk management | entropy | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Entropie | Entropy | Risikomanagement | Risk management | Bankrisiko | Bank risk | Finanzmarkt | Financial market | Risiko | Risk | Theorie | Theory | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2411 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011729042