TENET: tail-event driven network risk (Q281059)
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scientific article; zbMATH DE number 6578670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TENET: tail-event driven network risk |
scientific article; zbMATH DE number 6578670 |
Statements
TENET: tail-event driven network risk (English)
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10 May 2016
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systemic risk
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systemic risk network
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generalized quantile
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quantile single-index regression
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value at risk
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CoVaR
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Lasso
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