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Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities (2021)

First Author: Aste T

Attributed to: Blockchain technology for Algorithmic Regulation And Compliance (BARAC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3390/jrfm14050213

Publication URI: http://dx.doi.org/10.3390/jrfm14050213

Type: Journal Article/Review

Parent Publication: Journal of Risk and Financial Management

Issue: 5