Regime-switching measure of systemic financial stress
Year of publication: |
2013
|
---|---|
Authors: | Abdymomunov, Azamat |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 3, p. 455-470
|
Subject: | Financial stree | Systemic risk | Regime-switching process | SWARCH | Finanzkrise | Financial crisis | Systemrisiko | Markov-Kette | Markov chain | Messung | Measurement | Finanzsektor | Financial sector |
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