Identifying the underlying graphical structure of systemic risks in the banking sector

Additional Metadata
Keywords	Extreme Value Theory; Threshold exceedances; Graphical models; Systemic risk; Financial crises;
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/59431
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	Iliev, A.V. (2021, September 4). Identifying the underlying graphical structure of systemic risks in the banking sector. Econometrie. Retrieved from http://hdl.handle.net/2105/59431

Publication