Modeling Systemic Risk in Banking Using a Graphical Extremal Model

Additional Metadata
Keywords	Extreme value theory; Systemic risk; Graph; Network structure; Multivariate Pareto distribution; Banking
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/56930
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Smitshoek, R. (2021, March 26). Modeling Systemic Risk in Banking Using a Graphical Extremal Model. Econometrie. Retrieved from http://hdl.handle.net/2105/56930

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