extreme value theory; max-linear models; systematic risk; causal order
Grith, M.
hdl.handle.net/2105/56906
Econometrie
Erasmus School of Economics

Driel, W.F. van. (2021, May 25). Identifying Systematic Risk in Banking Systems: A Graphical Model Analysis. Econometrie. Retrieved from http://hdl.handle.net/2105/56906