Probability equivalent level for CoVaR and VaR

Patricia Ortega-Jiménez, Franco Pellerey, Miguel A. Sordo, Alfonso Suárez-Llorens

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Source: Crossref

Published: Mar 1, 2024

DOI: 10.1016/j.insmatheco.2023.12.004

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Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.