Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940)

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scientific article; zbMATH DE number 7478899
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English
Dynamic large financial networks \textit{via} conditional expected shortfalls
scientific article; zbMATH DE number 7478899

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    Dynamic large financial networks \textit{via} conditional expected shortfalls (English)
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    22 February 2022
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    finance
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    financial networks
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    portfolio analysis
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    systemic risk
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    expectile regression
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