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  • Search: subject:"conditional CoVaR and Delta-CoVaR"
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Subject
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Estimation 1 Estimation theory 1 Financial market 1 Finanzmarkt 1 Measurement 1 Messung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Schätztheorie 1 Schätzung 1 Statistical distribution 1 Statistische Verteilung 1 Systemic risk 1 Systemrisiko 1 conditional CoVaR and Delta-CoVaR 1 empirical distribution of bivariate residuals 1 model-free estimation risk 1 multivariate risks 1
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Free 1
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Cantin, Loïc 1 Francq, Christian 1 Zakoïan, Jean-Michel 1
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ECONIS (ZBW) 1
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Estimating dynamic systemic risk measures
Cantin, Loïc; Francq, Christian; Zakoïan, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10013206985
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