Systemic risk measure in financial sectors from the perspective of tail dependence

JIANG Tao, WU Wei-xing, WANG Tian-yi, SHEN Tao

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 40-47. DOI: 10.12011/1000-6788(2014)s1-40

Systemic risk measure in financial sectors from the perspective of tail dependence

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2014, 34(s1): 40-47 https://doi.org/10.12011/1000-6788(2014)s1-40

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