readme.lsz.txt
Creators:
Andre Lucas
;
Bernd Schwaab
;
Xin Zhang
From the dataset abstract
We develop a novel high-dimensional non-Gaussian modeling framework to infer measures of conditional and joint default risk for numerous financial sector firms. The model is based on a...
Source: Modeling Financial Sector Joint Tail Risk in the Euro Area (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/ff9996c9-8f4e-4d85-a380-445c6f171ab2/resource/42e0b88a-9ef5-4486-93d6-4634affd77b9/download/readme.lsz.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
