Tail Event Driven Networks of SIFIs

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: SSRN Electronic Journal, S. 1-33

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg

(when): 2017

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

DOI: 10.2139/ssrn.3085850

URN: urn:nbn:de:bvb:384-opus4-402889

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:57 AM CEST

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Applied quantitative finance

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Tail Event Driven Networks of SIFIs

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Other Objects (12)

Tail event driven networks of SIFIs

Tail event driven networks of SIFIs

TENET: Tail-Event drivenNETwork risk

TEDAS - Tail EventDriven ASsetAllocation

Factorisable Sparse Tail Event Curves

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Nichtparametrische robuste Regressionsanalyse

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

Neural Networks in Quantitative Finance

Applied quantitative finance

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

Nonparametric and semiparametric models

Tail event driven networks of SIFIs

Tail event driven networks of SIFIs

TENET: Tail-Event drivenNETwork risk

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

Neural Networks in Quantitative Finance

Applied quantitative finance

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

Nonparametric and semiparametric models

Tail event driven networks of SIFIs

Tail event driven networks of SIFIs

TENET: Tail-Event drivenNETwork risk

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

Neural Networks in Quantitative Finance

Applied quantitative finance

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

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