Principal Components as a Measure of Systemic Risk
Year of publication: |
2019
|
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Authors: | Kritzman, Mark |
Other Persons: | Li, Yuanzhen (contributor) ; Page, Sebastien (contributor) ; Rigobon, Roberto (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Messung | Measurement | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 31, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1582687 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G00 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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