Title

Detecting Risk Transfer in Financial Markets using Different Risk Measures

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Issue

No 1

Authors

Fałdziński, Marcin ; Osińska, Magdalena ; Zdanowicz, Tomasz

Keywords

extreme value theory ; risk measures ; Granger causality in risk ; Chinese financial processes

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

45-64

Publisher

Oddział PAN w Łodzi

Date

31.03.2012

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2012.119275 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2012; No 1; 45-64