Selected Entire List   Girardi, Giulio  SSRN Author Rank: 33,195 by Downloads  Financial Economist   Security Exchange Commission  Washington, DC  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Girardi, Giulio's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 550 Total Citations 1 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR | Show Abstract Hide Abstract | Download | Working Paper Series Girardi, Giulio Security Exchange Commission Ergun, A. Tolga State Street Corporation Posted: 14 Mar 11 Last Revised: 03 Dec 12 550 (22,418) 1 Value-at-Risk, Conditional Value-at-Risk, Systemic Risk, DCC Model Records 1 - 1 of 1 matches [ 1 ]

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