Statistical modelling of downside risk spillovers

Daniel Felix Ahelegbey

Year of publication:	[2020]
Authors:	Ahelegbey, Daniel Felix
Publisher:	Pavia : Università di Pavia, Department of Economics and Management
Subject:	Bayesian Inference \| Centrality \| Contagion \| Conditional VaR \| Downside Risk \| Extreme downside hedge \| Financial Crises \| Financial Networks \| Finanzkrise \| Financial crisis \| Risikomaß \| Risk measure \| Bayes-Statistik \| Bayesian inference \| Hedging \| Ansteckungseffekt \| Contagion effect \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Theorie \| Theory \| Schätzung \| Estimation \| Spillover-Effekt \| Spillover effect \| Volatilität \| Volatility \| VAR-Modell \| VAR model

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