15.12.2016 ?. Figure 1: Systemic Risk? TENET. WFC JPM BAC C USBCOFPNCBKSTTBBTSTIFITBMTBNTRSRFKEYCMAHBANHCBKPBCTBOKFZIONCFRCBSHSBNY. AIG MET TRV ...
20.06.2013 ?. AIG. C. MI. 3. MI. JPM. BEN. 4. CBG. MS. CIT. 5. RF. AIG. WU. 6. LM. MET. AIZ. 7. JNS. PRU. AXP. 8. HRB. HIG. JNS. 9. BAC.
6.01.2016 ?. We also see some pairs of mutual interacting firms like BAC and C
8.02.2016 ?. C and BAC the outgoing links go to USB (U.S. Bancorp)
of our selected set of stocks is {BAC GE
C 17.50 17.14-17.85 C 23.22 21.24 - 26.29 BAC 26.62 23.97 - 29.63 BAC 8.51 7.08-9.91 MS 10.16 9.77-10.67 MET 9.31 8.36-10.19 MET 9.45 8.94-9.74 AIG 7.96 ...
15.04.2019 ?. LASSO-Driven Inference in Time and Space. AA. AAPL ACNADP. AET AIGAMGN AMT. AMZN. APC. AXP. BA. BAC. BBY. BHI. BIIBBMY C.
C and the time horizon h is implicit in the SRISK notation. The SRISK measure of up of Citigroup Bank of America
6.01.2016 ?. We also see some pairs of mutual interacting firms like BAC and C
10.12.2015 ?. Bank of America Corporation. C. Citigroup Inc. AXP. American Express Company. GS. Goldman Sachs Group Inc. (The). USB. U.S. Bancorp. AIG.
TENET: Tail-Event-driven NETwork Risk