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Forecasting high-frequency risk measures
Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of forecasting 35 (2016) 3, pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
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Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan; Lucotte, Yannick; Tokpavi, Sessi - In: Journal of economic dynamics & control 100 (2019), pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
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Risk models-at-risk
Boucher, Christophe; Daníelsson, Jón; Kouontchou, … - In: Journal of banking & finance 44 (2014), pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
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Systemic risk and severe economic downturns : a targeted and sparse analysis
Caporin, Massimiliano; Costola, Michele; Garibal, … - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400138