A critical discussion on systemic risk measures

DOI10.1007/978-3-031-06685-6_2MaRDI QIDQ6601659

Jorge Basilio, Amílcar Oliveira

Publication date: 10 September 2024

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Statistical inference using extreme order statistics
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Regression Quantiles
• Where the Risks Lie: A Survey on Systemic Risk*

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