Measuring potential market risk

Mikael Bask

doi:10.1016/j.jfs.2009.07.003

Measuring potential market risk

Mikael Bask

Finance, Helsinki

Research output: Contribution to journal › Article › Scientific › peer-review

2 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Financial Stability
Volume	6
Pages (from-to)	180-186
Number of pages	7
ISSN	1572-3089
DOIs	https://doi.org/10.1016/j.jfs.2009.07.003
Publication status	Published - 2010
MoE publication type	A1 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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10.1016/j.jfs.2009.07.003

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Cite this

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title = "Measuring potential market risk",

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

author = "Mikael Bask",

year = "2010",

doi = "10.1016/j.jfs.2009.07.003",

language = "English",

volume = "6",

pages = "180--186",

journal = "Journal of Financial Stability",

issn = "1572-3089",

publisher = "Elsevier",

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TY - JOUR

T1 - Measuring potential market risk

AU - Bask, Mikael

PY - 2010

Y1 - 2010

KW - Market risk

KW - Potential market risk

KW - Smooth Lyapunov exponents

KW - Stochastic dynamic system

KW - TESTING CHAOTIC DYNAMICS

KW - LYAPUNOV EXPONENTS

KW - EMBEDDED DYNAMICS

KW - TIME-SERIES

KW - STABILITY

KW - SYSTEM

KW - KOTA2010

U2 - 10.1016/j.jfs.2009.07.003

DO - 10.1016/j.jfs.2009.07.003

M3 - Article

SN - 1572-3089

VL - 6

SP - 180

EP - 186

JO - Journal of Financial Stability

JF - Journal of Financial Stability

ER -