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~person:"Lucas, André"
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dynamic equicorrelation
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law of large numbers
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Lucas, André
Sun, Yeneng
22
Schwaab, Bernd
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Zhang, Xin
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Qiao, Lei
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Hellwig, Martin
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Lucas, Andre
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Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011605882
Saved in:
2
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011442897
Saved in:
3
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011349820
Saved in:
4
Modeling financial sector joint tail risk in the euro area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
as non-linear and time-varying default dependence. We apply a conditional
law
of
large
numbers
in this setting to define …
Persistent link: https://www.econbiz.de/10011332950
Saved in:
5
Measuring credit risk in a large banking system : econometric modeling and empirics
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2013
Persistent link: https://www.econbiz.de/10010191403
Saved in:
6
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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