Work

Consistent Backtesting Systemic Risk Measures

Year: 2025

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.1017/s0022109025102421

Author: Soon Heng Leong

Institutions: ESCP Business School, ESCP Business School, ESCP Business School, ESCP Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4416130654

FWCI: 0.948

Cites: 23

Cited by: 1

Related to: