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~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Gavronski, Pedro Gerhardt"
~subject:"Measurement"
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Measuring systemic risk via GAS models and extreme value theory : revisiting the 2007 financial crisis
Gavronski, Pedro Gerhardt
;
Ziegelmann, Flavio A.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012490211
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