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subject:"Theorie"
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Search: subject_exact:"Systemisches Risiko"
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Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
3
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
Saved in:
4
Systemic illiquidity in the interbank network
Ferrara, Gerardo
;
Langfield, Sam
;
Liu, Zijun
;
Ota, Tomohiro
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10012194827
Saved in:
5
Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Smaga, P.
;
Wiliński, M.
;
Ochnicki, P.
;
Arendarski, P.
; …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1815-1829
Persistent link: https://www.econbiz.de/10012262180
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