Multivariate inference for dynamic systemic risk measures

Journal of Econometrics 2026 Open access

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Authors: Yuan Chen, Nikolaus Hautsch, Jérémy Leymarie, Melanie Schienle

DOI: 10.1016/j.jeconom.2026.106322

Cited by: 0

References: 50

Fields of Study & Subjects

Forecasting Techniques and Applications

References 50