Publications
Type of Publication: Article in Journal
Dynamic CoVaR Modeling and Estimation
- Author(s):
- Dimitriadis, T.; Hoga, Y.
- Title of Journal:
- Journal of Business & Economic Statistics
- pages:
- 1-35
- Publication Date:
- 2025
- Digital Object Identifier (DOI):
- doi:10.1080/07350015.2025.2590126
- Citation:
- Download BibTeX