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Risk monitoring systems in real-time based on dynamic factor models
Lucchetta, Marcella
- In:
Systemic risk tomography : signals, measurement and …
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(pp. 191-235)
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2017
Persistent link: https://www.econbiz.de/10011617993
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Systemic risks and the macroeconomy
De Nicolò, Gianni
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Lucchetta, Marcella
- In:
Quantifying systemic risk
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(pp. 113-148)
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2013
Persistent link: https://www.econbiz.de/10010191404
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