Tail Risk Interdependence
Year of publication: |
2019
|
---|---|
Authors: | Polanski, Arnold |
Other Persons: | Stoja, Evarist (contributor) ; Chiu, Ching-Wai (Jeremy) (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Risiko | Risk | Schätzung | Estimation | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | Bank of England Working Paper ; No. 815, August 2019 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3432364 [DOI] |
Classification: | C32 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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