Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Elena Goldman
| Year of publication: |
2023
|
|---|---|
| Authors: | Goldman, Elena |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-10
|
| Subject: | Asymmetric volatility | CoVaR | Hamiltonian Monte Carlo | SRISK | STAN | Systemic risk | Risiko | Risk | Systemrisiko | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Theorie | Theory | Finanzkrise | Financial crisis | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473601