An extreme value approach to CoVaR estimation

Menglin Zhou

Type: Preprint

Publication Date: 2022-01-01

Citations: 2

DOI: https://doi.org/10.48550/arxiv.2201.00892

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arXiv (Cornell University) - View
cIRcle (University of British Columbia) - View - PDF
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Works That Cite This (1)

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+	Importance Sampling for CoVaR Estimation	2022	Guangxin Jiang Yun Xin

Works Cited by This (0)

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