Statistical Assessments of Systemic Risk Measures

Carole Bernard, E. Brechmann, C. Czado

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Handbook on Systemic Risk
Editors	Jean-Pierre Fouque, Joseph Langsam
Place of Publication	Cambridge
Publisher	Cambridge University Press
Number of pages	20
ISBN (Print)	978-1-107-02343-7
Publication status	Published - 2012

Cite this

@inbook{39bc64b7c144484bbbb7d3d4af407c1b,

title = "Statistical Assessments of Systemic Risk Measures",

author = "Carole Bernard and E. Brechmann and C. Czado",

year = "2012",

language = "English",

isbn = "978-1-107-02343-7",

editor = "Jean-Pierre Fouque and Joseph Langsam",

booktitle = "Handbook on Systemic Risk",

publisher = "Cambridge University Press",

}