Financial risk meter FRM based on expectiles (Q2078547)
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scientific article; zbMATH DE number 7482250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial risk meter FRM based on expectiles |
scientific article; zbMATH DE number 7482250 |
Statements
Financial risk meter FRM based on expectiles (English)
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1 March 2022
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CoEVaR
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expectiles
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expectile Lasso regression
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financial risk meter
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network analysis
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systemic risk
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0.8107834
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0.8018898
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