Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (Q2148614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree |
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Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (English)
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24 June 2022
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systemic risk
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marginal expected shortfall
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parametric model
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non-linearity
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minimum spanning tree
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