Quantifying systemic risk in US industries using neural network quantile regression
Muhammad Abubakr Naeem, Sitara Karim, Aviral Kumar Tiwari
| Year of publication: |
2022
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|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Karim, Sitara ; Tiwari, Aviral Kumar |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 61.2022, p. 1-14
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| Subject: | CoVaR | Neural networks | Quantile regression | Systemic risk | Neuronale Netze | Regressionsanalyse | Regression analysis | Systemrisiko | Theorie | Theory | Finanzkrise | Financial crisis | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101648 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246851