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Schaanning, Eric

  1. On dependence consistency of CoVaR and some other systemic risk measures
    2012/07/14 by Mainik, Georg, Schaanning, Eric · 2 citations
    #62H20 (Primary) 60E15 (Secondary) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM)