arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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1 result for “Vulnerability-CoVaR”

Vulnerability-CoVaR: Investigating the Crypto-marketq-fin.GN

Paper extends CoVaR for crypto markets, showing domino effects.

problem Analyzing systemic risk in crypto markets.

method Defining Vulnerability-CoVaR (VCoVaR), estimating via copula.

result VCoVaR captures domino effects better than other extensions.

crypto markets systemic risk Vulnerability-CoVaR copula domino effects

2022-03-21abs ↗pdf ↗