A R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index Based on ICA-Factors of Systemic Risk Measures.

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Authors
  • KOUONTCHOU Patrick
  • LENDASSE Amaury
  • MICHE Yoan
  • MODESTO Alejandro
  • SARLIN Peter
  • MAILLET Bertrand
Publication date
2016
Publication type
Proceedings Article
Summary No summary available.
Publisher
IEEE
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