Pro-cyclicality beyond business cycle
Marcel Bräutigam, Michel Dacorogna, Marie Kratz
| Year of publication: |
2023
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|---|---|
| Authors: | Bräutigam, Marcel ; Dacorogna, Michel M. ; Kratz, Marie |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 2, p. 308-341
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| Subject: | Bahadur representation | estimation | financial risk management | joint asymptotic normality | market state | regulation | risk measure | statistics | Risikomaß | Risk measure | Konjunktur | Business cycle | Risikomanagement | Risk management | Schätztheorie | Estimation theory |
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