readme.lsz.txt
Creators:
Andre Lucas
;
Bernd Schwaab
;
Xin Zhang
From the dataset abstract
We develop a novel high-dimensional non-Gaussian modeling framework to infer measures of conditional and joint default risk for numerous financial sector firms. The model is based on a...
Source: Modeling Financial Sector Joint Tail Risk in the Euro Area (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ee48f3ff-029c-4be3-9935-fb798e71061b/resource/e4a71dd2-2fb4-4dde-abec-b351bc6d6794/download/readme.lsz.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
