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 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	Iliev, A.V. (2021). Identifying the underlying graphical structure of systemic risks in the banking sector. In Econometrie.http://hdl.handle.net/2105/59431

Publication