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~institution:"Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät"
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Department Ökonomie, Helmholtz Zentrum für Umweltforschung (UFZ)
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Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
risk. After a proper
re-scaling
taking care of the heavy tails induced by the contagion dynamics, we provide a normal …
Persistent link: https://www.econbiz.de/10010956422
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