Extreme value theory; Systemic risk; Graph; Network structure; Multivariate Pareto distribution; Banking
Zhou, C.
hdl.handle.net/2105/56930
Econometrie
Erasmus School of Economics

Smitshoek, R. (2021, March 26). Modeling Systemic Risk in Banking Using a Graphical Extremal Model. Econometrie. Retrieved from http://hdl.handle.net/2105/56930