Probabilistic approach to measuring early-warning signals of systemic contagion risk
Cho-Hoi Hui, Chi-Fai Lo, Xiao-Fen Zheng and Tom Fong
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Hui, Cho H. ; Lo, Chi-Fai ; Zheng, Xiao-Fen ; Fong, Tom |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 2, p. 1-25
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| Subject: | Systemic risk | probability density distributions | contagion | Systemrisiko | Ansteckungseffekt | Contagion effect | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Risiko | Risk | Frühwarnsystem | Early warning system |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478631850010X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011922985