Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Billio, Monica, Lo, Andrew W., Getmansky, Mila, Pelizzon, LorianaYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1963216
File:
PDF, 1.48 MB
english, 2011