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Modeling systemic risks in financial markets

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  • Abhijnan Rej
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    Abstract

    We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.

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    File URL: http://arxiv.org/pdf/1311.3764
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    Bibliographic Info

    Paper provided by arXiv.org in its series Papers with number 1311.3764.

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    Date of creation: Nov 2013
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    Handle: RePEc:arx:papers:1311.3764

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    Web page: http://arxiv.org/

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    1. Alison L. Gibbs & Francis Edward Su, 2002. "On Choosing and Bounding Probability Metrics," International Statistical Review, International Statistical Institute, vol. 70(3), pages 419-435, December.
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