On Multivariate Contribution Measures of Systemic Risk with Applications in Cryptocurrency Market
Published in Probability in the Engineering and Informational Sciences, 2025
This paper investigates multivariate contribution measures of systemic risk and their applications in the cryptocurrency market.
Recommended citation: Wen, L., Li, J., Pu, T., & Zhang, Y. (2025). "On multivariate contribution measures of systemic risk with applications in cryptocurrency market." Probability in the Engineering and Informational Sciences, 39(4), 551-578.
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