The DOI matches its Crossref record; 96 of the 96 references it cites were found in a registry or an index.
A Survey of Systemic Risk Analytics
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Citations
Cites
Prospect Theory: An Analysis of Decision under Risk
Kahneman, D., & Tversky, A. (1979) · Econometrica · doi:10.2307/1914185 · Cited by 48,524
Estimating the Dimension of a Model
Schwarz, G. (1978) · The Annals of Statistics · doi:10.1214/aos/1176344136 · Cited by 47,033
Elements of Information Theory
Cover, T. M., & Thomas, J. A. (2001) · Wiley eBooks · doi:10.1002/0471200611 · Cited by 36,808
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Classification and Regression Trees.
Gordon, A. D., Breiman, L., Friedman, J. H., Olshen, R. A., & Stone, C. J. (1984) · Biometrics · doi:10.2307/2530946 · Cited by 23,522
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
On Information and Sufficiency
Kullback, S., & Leibler, R. A. (1951) · The Annals of Mathematical Statistics · doi:10.1214/aoms/1177729694 · Cited by 20,193
Classification and regression trees
Praagman, J. (1985) · European Journal of Operational Research · doi:10.1016/0377-2217(85)90321-2 · Cited by 10,053
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
Continuous Auctions and Insider Trading
Kyle, A. S. (1985) · Econometrica · doi:10.2307/1913210 · Cited by 9,580
Cited by
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Brownlees, C., & Engle, R. F. (2017) · Review of Financial Studies · doi:10.1093/rfs/hhw060 · Cited by 1,304
Systemic risk and the macroeconomy: An empirical evaluation
Giglio, S., Kelly, B., & Pruitt, S. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.01.010 · Cited by 555
Metadata
- Authors
- Bisias, D., Flood, M. D., Lo, A. W., & Valavanis, S.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2012
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2114493251
- Cited by
- 331
- References
- 96
- Type
- posted content
- Language
- en
- Open access
- green
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
