TENET : Tail-Event driven NETwork risk
Wolfgang Karl Härdle, Weining Wang, Lining Yu
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Härdle, Wolfgang ; Wang, Weining ; Yu, Lining |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 499-513
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| Subject: | Systemic risk | Systemic risk network | Generalized quantile | Quantile single-index regression | Value at risk | CoVaR | Lasso | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Systemrisiko | Theorie | Theory | Regressionsanalyse | Regression analysis | Unternehmensnetzwerk | Business network | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704738