Stress Testing and Systemic Risk Measures Using Elliptical Conditional Multivariate Probabilities (2021)
Attributed to:
Systemic Risk Centre
funded by
ESRC
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