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结果：找到“A Systemic Risk Measure”相关内容14个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Systemic risk measurement: Multivariate GARCH estimation of CoVaR
6 个回复 - 816 次查看【作者(必填)】 232 【文题(必填)】 Systemic risk measurement: Multivariate GARCH estimation of CoVaR 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ ...2021-6-21 23:10 - internet.hzx - 求助成功区

Back to the future: Backtesting systemic risk measures during historical bank ru
2 个回复 - 445 次查看【作者(必填)】 323 【文题(必填)】 Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression【年份(必填)】 32 【全文链接或数据库名称(选填)】https: ...2021-6-15 13:35 - internet.hzx - 求助成功区

A new approach to measure systemic risk: A bivariate copula model for dependent
1 个回复 - 446 次查看【作者(必填)】 23 【文题(必填)】 A new approach to measure systemic risk: A bivariate copula model for dependent censored data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedi ...2019-11-29 17:02 - internet.hzx - 求助成功区

求助 “Categorical network models for systemic risk measurement”
2 个回复 - 592 次查看【作者(必填)】Paola Cerchiello 【文题(必填)】Categorical network models for systemic risk measurement 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007% ...2018-5-20 18:54 - keeamin - 求助成功区

Volatility, correlation and tails for systemic risk measurement
1 个回复 - 1074 次查看【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区

完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的代码
0 个回复 - 1059 次查看完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的matlab代码，是发表高质量论文的极好材料。 Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin, Christophe Pérignony ...2017-11-22 23:07 - xiaorenwuhyl - 现金交易版

Systemic risk measures: The simpler the better?
3 个回复 - 1119 次查看【作者(必填)】 [*]María Rodríguez-Morenoa, , , [*]Juan Ignacio Peñab, 【文题(必填)】 Systemic risk measures: The simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】htt ...2015-12-19 13:32 - internet.hzx - 求助成功区

Bank ownership, financial segments and the measurement of systemic risk: An appl
1 个回复 - 569 次查看【作者(必填)】 Anastassios A.Drakos. Author links open the author workspace.Georgios P.Kouretas 【文题(必填)】 Bank ownership, financial segments and the measurement of systemic risk: An applicatio ...2017-8-23 22:07 - internet.hzx - 求助成功区

Principal Components as a Measure of Systemic Risk_Kritzman
3 个回复 - 1803 次查看推荐一篇关于量化市场风险的论文。2013-4-4 22:41 - 石头@08WE - 金融学（理论版）

SRISK: A conditional capital shortfall index for systemic risk measurement
9 个回复 - 2025 次查看【作者(必填)】Engle 【文题(必填)】SRISK: A conditional capital shortfall index for systemic risk measurement. 【年份(必填)】2017 【全文链接或数据库名称(选填)】Review of Financial Studies2017-2-24 20:07 - byliu - 求助成功区

Systemic risk measures: the simpler the better?
2 个回复 - 477 次查看【作者(必填)】 M Rodríguez-Moreno， JI Peña 【文题(必填)】 Systemic risk measures: the simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2018-1-3 23:21 - internet.hzx - 求助成功区

A Theoretical and Empirical Comparison of Systemic Risk Measures
1 个回复 - 813 次查看【作者(必填)】 Perignon Christophe, Hurlin Christophe, Colletaz Gilbert, and Benoit Sylvain 【文题(必填)】 A Theoretical and Empirical Comparison of Systemic Risk Measures 【年份(必填)】 2013 ...2016-4-2 09:36 - moretc - 求助成功区

SRISK: A conditional capital shortfall index for systemic risk measurement
4 个回复 - 1136 次查看【作者(必填)】TC Brownlees, RF Engle - Department of Finance, New York University, 【文题(必填)】SRISK: A conditional capital shortfall index for systemic risk measurement 【年份(必填)】2015 ...2015-11-23 10:14 - cherylyan - 求助成功区

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