Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940)
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scientific article; zbMATH DE number 7478899
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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