Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure (Q5240112)
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scientific article; zbMATH DE number 7121813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure |
scientific article; zbMATH DE number 7121813 |
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Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure (English)
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24 October 2019
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systemic risk
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global financial crisis
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Mahalanobis distance
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systemic turbulence measure
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