Financial Econometrics and Systemic Risk (Q5049419)
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scientific article; zbMATH DE number 7615529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Econometrics and Systemic Risk |
scientific article; zbMATH DE number 7615529 |
Statements
Financial Econometrics and Systemic Risk (English)
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11 November 2022
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systemic risk
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social networks
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Gaussian graphical model
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correlations
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Granger causality
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variance decompositions
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ARMA-GARCH models
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value at risk
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expected shortfall
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CoVaR
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SRISK
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NETS
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