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Measuring systemic financial r...
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Measuring systemic financial risk and analyzing influential factors: an extreme value approach
Bibliographic Details
Main Authors:
Yan, Wang
,
Shoudong, Chen
,
Xiu, Zhang
Format:
text
Language:
eng
Published:
Emerald
2014
Subjects:
Extreme value theory,CoVaR,Extremal quantile regression,Systemic financial risk
Holdings
Description
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