Search Results - Brice Hakwa

  • Showing 1 - 2 results of 2
Refine Results
  1. 1
    Analysing systemic risk contribution using a closed formula for conditional value at risk through copula

    Analysing systemic risk contribution using a closed formula for conditional value at risk through copula by Hakwa, Brice, Jäger-Ambrożewicz, Manfred, Rüdiger, Barbara

    Get full text
    Items that cite this one
    Article
    Save to List
    Saved in:
  2. 2
    Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach

    Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach by Brice Hakwa, Jäger-Ambrożewicz, Manfred, Rüdiger, Barbara

    Published in arXiv.org
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: