Regime-switching measure of systemic financial stress
Azamat Abdymomunov
| Year of publication: |
2013
|
|---|---|
| Authors: | Abdymomunov, Azamat |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 3, p. 455-470
|
| Subject: | Financial stree | Systemic risk | Regime-switching process | SWARCH | Systemrisiko | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Messung | Measurement | Finanzsektor | Financial sector |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009776423