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)
Subject: 330 Economics




+ Citation Example and Export

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. (2019) Twelfth Annual Society For Financial Econometrics (SoFiE) Conference (Shanghai, China) [Conference presentation]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item