Tail event driven networks of SIFIs
Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, Yarema Okhrin
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Yi-Hsuan ; Härdle, Wolfgang ; Okhrin, Yarema |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 1, p. 282-298
|
| Subject: | Systemic risk | Network analysis | Network autoregression | Tail event | Unternehmensnetzwerk | Business network | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Systemrisiko | Soziales Netzwerk | Social network | Theorie | Theory | Netzwerk | Network | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.09.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012144998