VAR for VaR and CoVaR

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Sun, Li; Hecq, Alain; Straetmans, Stefan et al.

2022

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https://hdl.handle.net/2268/292795

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Sun, Li ; Université de Liège - ULiège > HEC Recherche > HEC Recherche: Financial Management for the Future

Hecq, Alain; UM - Universiteit Maastricht [NL]

Straetmans, Stefan; UM - Universiteit Maastricht [NL]

Hambuckers, Julien ; Université de Liège - ULiège > HEC Recherche > HEC Recherche: Financial Management for the Future

Language :

English

Title :

VAR for VaR and CoVaR

Publication date :

2022

Event name :

Quantitative Finance and Financial Econometrics (QFFE) conference

Event organizer :

Aix-Marseille University

Event place :

Marseille, France

Event date :

16/06/2022-17/06/2022

Audience :

International

Available on ORBi :

since 30 June 2022

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