Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach
Arbeits- / Diskussionspapier
› 2012
Hakwa, Brice; Jäger-Ambrożewicz, Manfred-Erich; Rüdiger, Barbara: Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach. Ithaca: 2012.
http://arxiv.org/abs/1210.4713
BibTeX /