Modeling Time Variation in Systemic Risk

X. Zhang

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, S.J., Supervisor
Award date11 Feb 2013
Place of PublicationAmsterdam
Publisher
Publication statusPublished - 2013

Bibliographical note

Naam instelling promotie: VU Vrije Universiteit
Naam instelling onderzoek: VU Vrije Universiteit

Cite this

Zhang, X. (2013). Modeling Time Variation in Systemic Risk. Amsterdam: Tinbergen Institute.
Zhang, X.. / Modeling Time Variation in Systemic Risk. Amsterdam : Tinbergen Institute, 2013. 133 p.
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title = "Modeling Time Variation in Systemic Risk",
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note = "Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit",
year = "2013",
language = "English",
publisher = "Tinbergen Institute",
school = "Vrije Universiteit Amsterdam",

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Zhang, X 2013, 'Modeling Time Variation in Systemic Risk', PhD, Vrije Universiteit Amsterdam, Amsterdam.

Modeling Time Variation in Systemic Risk. / Zhang, X.

Amsterdam : Tinbergen Institute, 2013. 133 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Modeling Time Variation in Systemic Risk

AU - Zhang, X.

N1 - Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit

PY - 2013

Y1 - 2013

M3 - PhD Thesis - Research VU, graduation VU

PB - Tinbergen Institute

CY - Amsterdam

ER -

Zhang X. Modeling Time Variation in Systemic Risk. Amsterdam: Tinbergen Institute, 2013. 133 p.