pith. sign in

Eric Schaanning

Identifiers

  • name variant Eric Schaanning 0.60 · backfill

Papers (1)

  1. On dependence consistency of CoVaR and some other systemic risk measures q-fin.RM · 2012 · author #2

Mentions

  • 1207.3464 #2 · backfill · confidence 0.70 Eric Schaanning

Frequent Coauthors