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| dc.contributor.advisor | Casarin, Roberto | it_IT |
| dc.contributor.author | Pasqualini, Andrea <1990> | it_IT |
| dc.date.accessioned | 2014-10-09 | it_IT |
| dc.date.accessioned | 2014-12-13T10:14:44Z | |
| dc.date.available | 2014-12-13T10:14:44Z | |
| dc.date.issued | 2014-10-27 | it_IT |
| dc.identifier.uri | http://hdl.handle.net/10579/5208 | |
| dc.description.abstract | This Thesis focuses on the Marginal Expected Shortfall (MES) and its application in Finance as early-warning reference. I will specify a logit model that allows to link MES to the conditional probability of financial crisis. The analysis includes a multinomial bayesian density estimation approach, and considers different crisis indicators as dependent variables. | it_IT |
| dc.language.iso | en | it_IT |
| dc.publisher | Università Ca' Foscari Venezia | it_IT |
| dc.rights | © Andrea Pasqualini, 2014 | it_IT |
| dc.title | Approaching Systemic Risk with Entropy | it_IT |
| dc.title.alternative | A new proposal for an Early Warning Measure | it_IT |
| dc.type | Master's Degree Thesis | it_IT |
| dc.degree.name | Economia - economics | it_IT |
| dc.degree.level | Laurea magistrale | it_IT |
| dc.degree.grantor | Dipartimento di Economia | it_IT |
| dc.description.academicyear | 2013/2014, sessione autunnale | it_IT |
| dc.rights.accessrights | openAccess | it_IT |
| dc.thesis.matricno | 828170 | it_IT |
| dc.subject.miur | SECS-P/05 ECONOMETRIA | it_IT |
| dc.description.note | it_IT | |
| dc.degree.discipline | it_IT | |
| dc.contributor.co-advisor | it_IT | |
| dc.date.embargoend | it_IT | |
| dc.provenance.upload | Andrea Pasqualini (828170@stud.unive.it), 2014-10-09 | it_IT |
| dc.provenance.plagiarycheck | Roberto Casarin (r.casarin@unive.it), 2014-10-20 | it_IT |
