Multivariate crash risk

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian

Document Type: Conference presentation
Year of publication: 2019
Conference title: Twelfth Annual Society For Financial Econometrics (SoFiE) Conference
Location of the conference venue: Shanghai, China
Date of the conference: 11.-14.06.2019
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject: 330 Economics

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