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Combining permutation tests to rank systemically important banks - MaRDI portal

Combining permutation tests to rank systemically important banks (Q2220292)

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scientific article
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English
Combining permutation tests to rank systemically important banks
scientific article

    Statements

    title
    Combining permutation tests to rank systemically important banks (English)
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    author
    Lorenzo Frattarolo
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    Francesca Parpinel
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    Claudio E. A. Pizzi
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    publication date
    22 January 2021
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    zbMATH Keywords
    systemic risk
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    global systemically important bank
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    particle swarm optimization
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    permutation tests
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62G10
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    91G45
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    zbMATH DE Number
    7300198
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    OpenAlex ID
    W2982618372
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