Details

Title

Detecting Risk Transfer in Financial Markets using Different Risk Measures

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 1

Authors

Keywords

extreme value theory ; risk measures ; Granger causality in risk ; Chinese financial processes

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

45-64

Publisher

Oddział PAN w Łodzi

Date

31.03.2012

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119275

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