author = { Banulescu, Denisa AND Hurlin, Christophe AND Leymarie, Jérémy AND Scaillet, Olivier },

title = { Backtesting marginal expected shortfall and related systemic risk measures },

publisher = {Swiss Finance Institute},

keywords = { Graue Literatur },

year = {2019},

booktitle = {Research paper series / Swiss Finance Institute ; no 19, 48},

booktitle = {Swiss Finance Institute Research Paper ; No. 19-48 (2019)},

address = { Geneva },

url = { http://slubdd.de/katalog?TN_libero_mab2 }