A Gradient Boosting Approach to Estimating Tail Risk Contagion
Year of publication: |
2020
|
---|---|
Authors: | Long, Yunshen |
Other Persons: | Wu, Liang (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Finanzkrise | Financial crisis | Risiko | Risk |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3626246 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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