Measuring potential market risk

Mikael Bask

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJournal of financial stability
Volume6
Pages (from-to)180-186
Number of pages7
ISSN1572-3089
DOIs
Publication statusPublished - 2010
MoE publication typeA1 Journal article - refereed

Keywords

  • Market risk
  • Potential market risk
  • Smooth Lyapunov exponents
  • Stochastic dynamic system
  • TESTING CHAOTIC DYNAMICS
  • LYAPUNOV EXPONENTS
  • EMBEDDED DYNAMICS
  • TIME-SERIES
  • STABILITY
  • SYSTEM
  • KOTA2010

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