On the evaluation of marginal expected shortfall
Year of publication: |
2012
|
---|---|
Authors: | Caporin, Massimiliano ; Santucci de Magistris, Paolo |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 1/3, p. 175-179
|
Subject: | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Börsenkurs | Share price | Finanzkrise | Financial crisis | Theorie | Theory | USA | United States | 2004-2010 |
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