Systemic tail risk distribution
Alexis Bienvenüe, Christian Y. Robert
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Bienvenüe, Alexis ; Robert, Christian Yann |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 123/124.2016, p. 29-52
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| Subject: | Systemic Risk | Financial Crises | Heavy Tails | Multivariate Extreme Value Theory | Ausreißer | Outliers | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011592732