Pro-cyclicality beyond business cycle
Marcel Bräutigam, Michel Dacorogna, Marie Kratz
| Year of publication: |
2023
|
|---|---|
| Authors: | Bräutigam, Marcel ; Dacorogna, Michel M. ; Kratz, Marie |
| Subject: | Bahadur representation | estimation | financial risk management | joint asymptotic normality | market state | regulation | risk measure | statistics | Konjunktur | Business cycle | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Regulierung | Regulation | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12369 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278671