Evaluating Systemic Risk with Conditional Value at Risk and Vine Copulas in the Iranian Banking Network
Crossref DOI link: https://doi.org/10.61186/jss.19.1.10
Published Online: 2025-09-01
Update policy: https://doi.org/10.61186/crossmark-policy
Mohebbi, ُSomayeh https://orcid.org/0009-0003-6261-8623
M. Mosammam, Ali https://orcid.org/0000-0001-8094-7517
Version of Record valid from 2003-08-13
Journal Owner: The Statistical Society
Journal Publisher: Apex Publishing