Media type: E-Book Title: Estimating dynamic systemic risk measures Contributor: Cantin, Loïc [Author]; Francq, Christian [Author]; Zakoïan, Jean-Michel [Author] Published: Palaiseau, France: Center for Research in Economics and Statistics, [2022] Published in: Working paper series ; 2022,11 Extent: 1 Online-Ressource (circa 49 Seiten); Illustrationen Language: English Keywords: conditional CoVaR and Delta-CoVaR ; empirical distribution of bivariate residuals ; model-free estimation risk ; multivariate risks ; Graue Literatur Origination: Footnote: Access State: Open Access