Dynamic CoVaR Modeling
Timo Dimitriadis (Heidelberg University, Germany)
- Erasmus Econometric Institute Series
Timo Dimitriadis (Heidelberg University, Germany)
Gabriele Mingoli, Simon Donker van Heel
Konrad Menzel (New York University, United States)
Xun Tang (Rice University, United States)
Vincent Starck (Ludwig Maximilian University of Munich, Germany)
Morten Nielsen (Aarhus University, Denmark)
Jonathan Roth (Brown University, United States)