Systemic Tail Risk Distribution

Christian Y. Robert
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Christian Y. Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon, UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2016
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Published in Annals of Economics and Statistics, 2016, 123/124, pp.29. ⟨10.15609/annaeconstat2009.123-124.0029⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04854665

DOI: 10.15609/annaeconstat2009.123-124.0029

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