Forecasting systemic impact in financial networks
Year of publication: |
2014
|
---|---|
Authors: | Hautsch, Nikolaus ; Schaumburg, Julia ; Schienle, Melanie |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 30.2014, 3, p. 781-794
|
Publisher: |
Elsevier |
Subject: | Systemic risk network | Prediction | Tail risk | Systemic relevance | Tail risk transmission |
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