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Nonparametric estimation of systemic risk via conditional value-at-risk

Authors :
Ahmed Belhad
Davide Lauria
A. Alexandre Trindade
Source :
Journal of Risk.
Publication Year :
2022
Publisher :
Infopro Digital Services Limited, 2022.

Subjects

Subjects :
Strategy and Management
Finance

Details

ISSN :
17552842 and 14651211
Database :
OpenAIRE
Journal :
Journal of Risk
Accession number :
edsair.doi...........03d096c6bdb1fd88cf21f1d3c3d86c63
Full Text :
https://doi.org/10.21314/jor.2022.041
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