Hawkes process approach to estimating CoVaR

Additional Metadata
Keywords	Hawkes process; CoVaR; quantile regression; contagion; systemic risk
Thesis Advisor	Tetereva, A.
Persistent URL	hdl.handle.net/2105/56937
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Klink, D.W. van. (2021). Hawkes process approach to estimating CoVaR. In Econometrie.http://hdl.handle.net/2105/56937

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