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Investment in Productivity and the Long-Run Effect of Financial Crises on Output
de Ridder, M.
causal identificationResource overview

Investment in Productivity and the Long-Run Effect of Financial Crises on Output

Paper2016

by de Ridder, M.

Tags
causal identification

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Suggested foundations for risk measurement and stress. Specialist prerequisites vary by paper.

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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