Search Results - subject:"deltaCoVaR"

Cantin, Loïc; Francq, Christian; Zakoïan, Jean-Michel - 2022

Persistent link: https://www.econbiz.de/10013206985

Denkowska, Anna; Wanat, Stanisław - In: Statistics in Transition New Series 22 (2021) 2, pp. 173-188

topological indices of minimum spanning trees (MST) and the deltaCoVaR measure are the main tools used to analyse the systemic …

Persistent link: https://www.econbiz.de/10012600298

Denkowska, Anna; Wanat, Stanisław - In: Statistics in transition : an international journal of … 22 (2021) 2, pp. 173-188

topological indices of minimum spanning trees (MST) and the deltaCoVaR measure are the main tools used to analyse the systemic …

Persistent link: https://www.econbiz.de/10012582547

Denkowska, Anna; Wanat, Stanisław - In: Risks 8 (2020) 2, pp. 1-22

2005–2019. The contribution to systemic risk of each institution is determined by analyzing the deltaCoVaR time …

Persistent link: https://www.econbiz.de/10013200574

Denkowska, Anna; Wanat, Stanisław - In: Risks : open access journal 8 (2020) 2/39, pp. 1-22

2005–2019. The contribution to systemic risk of each institution is determined by analyzing the deltaCoVaR time series …

Persistent link: https://www.econbiz.de/10012204436