TENET: Tail-Event driven NETwork risk

No abstract is available for this paper.

• Publication year

  2016

• Venue

  Journal of Econometrics

• Publication date

  2016-06-01

• Fields of study

  Business, Economics

• Identifiers
  DOI 10.1016/J.JECONOM.2016.02.013
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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