Tail event driven networks of SIFIs
type: Item
instance of: scholarly article
title: Tail event driven networks of SIFIs
zbMATH Open document ID: 1452.62749
author: Cathy Yi-Hsuan Chen
author: Yarema Okhrin
author: Wolfgang K. Härdle
published in: Journal of Econometrics
publication date: 2019-04-26T00:00:00Z
full work available at URL: SFB649DP2017-004.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 7048319
zbMATH Keywords: systemic risk
zbMATH Keywords: network analysis
zbMATH Keywords: network autoregression
zbMATH Keywords: tail event
describes a project that uses: quantilogram
MaRDI profile type: Publication
OpenAlex ID: W2605327718
cites work: Q4304868
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cites work: Q5521185
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Wikidata QID: Q129099025
DOI: 10.1016/J.JECONOM.2018.09.016
description: scientific article; zbMATH DE number 7048319