Tail event driven networks of SIFIs

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Journal of Econometrics, 208, 1, S. 282-298

Classification: Wirtschaft

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg

(when): 2019

Event: Veröffentlichung

(who): Elsevier BV

(when): 2019

Creator: Chen, Cathy Yi-Hsuan
Härdle, Wolfgang
Okhrin, Yarema

DOI: 10.1016/j.jeconom.2018.09.016

URN: urn:nbn:de:bvb:384-opus4-463058

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:49 PM CET

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Associated

Chen, Cathy Yi-Hsuan
Härdle, Wolfgang
Okhrin, Yarema
Universität Augsburg
Elsevier BV

Time of origin

2019

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TEDAS - Tail EventDriven ASsetAllocation

Factorisable Sparse Tail Event Curves

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FRM: a Financial Risk Meter based on penalizing tail events occurrence

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Computer intensive methods in statistics

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Tail event driven networks of SIFIs

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Other Objects (12)

TENET: Tail-Event drivenNETwork risk

Tail Event Driven Networks of SIFIs

Tail event driven networks of SIFIs

TEDAS - Tail EventDriven ASsetAllocation

Factorisable Sparse Tail Event Curves

Factorisable Sparse Tail Event Curves with Expectiles

Nichtparametrische robuste Regressionsanalyse

FRM: a Financial Risk Meter based on penalizing tail events occurrence

Nonparametric and semiparametric models

Applied quantitative finance

Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]

Computer intensive methods in statistics

TENET: Tail-Event drivenNETwork risk

Tail Event Driven Networks of SIFIs

Tail event driven networks of SIFIs

TEDAS - Tail EventDriven ASsetAllocation

Factorisable Sparse Tail Event Curves

Factorisable Sparse Tail Event Curves with Expectiles

Nichtparametrische robuste Regressionsanalyse

FRM: a Financial Risk Meter based on penalizing tail events occurrence

Nonparametric and semiparametric models

Applied quantitative finance

Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]

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TENET: Tail-Event drivenNETwork risk

Tail Event Driven Networks of SIFIs

Tail event driven networks of SIFIs

TEDAS - Tail EventDriven ASsetAllocation

Factorisable Sparse Tail Event Curves

Factorisable Sparse Tail Event Curves with Expectiles

Nichtparametrische robuste Regressionsanalyse

FRM: a Financial Risk Meter based on penalizing tail events occurrence

Nonparametric and semiparametric models

Applied quantitative finance

Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]

Computer intensive methods in statistics

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