Systemic risk via dynamic correlations
chapter written by Petros Dellaportas, Anastasios Plataniotis and Michalis K. Titsias
| Year of publication: |
2017
|
|---|---|
| Authors: | Dellaportas, Petros ; Plataniotis, Anastasios ; Titsias, Michalis K. |
| Published in: |
Systemic risk tomography : signals, measurement and transmission channels. - London : ISTE Press, ISBN 1-78548-085-5. - 2017, p. 3-41
|
| Subject: | Finanzkrise | Financial crisis | Frühwarnsystem | Early warning system | Stochastische Volatilität | Stochastic volatility | Systemrisiko | Systemic risk | ARCH-Modell | ARCH model | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617877