Estimating the Marginal Contribution to Systemic Risk by A CoVaR‐model Based on Copula Functions and Extreme Value Theory

Publisher： John Wiley & Sons Inc

E-ISSN： 1468-0300|47|1|69-112

ISSN： 0391-5026

Source： ECONOMIC NOTES, Vol.47, Iss.1, 2018-02, pp. : 69-112

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