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TENET: Tail-Event Driven NETwork Risk

https://doi.org/10.2139/ssrn.2634627
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1 of 32 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2337070
The 31 checked references that resolve
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Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
resolves10.3386/w17454
CoVaR
resolves10.1073/pnas.1105882108
Individual versus systemic risk and the Regulator's Dilemma
resolves10.1214/10-aos827
ℓ1-penalized quantile regression in high-dimensional sparse models
resolves10.1287/mnsc.1080.0964
Evaluating Value-at-Risk Models with Desk-Level Data
resolves10.1016/j.jfineco.2011.12.010
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
resolves10.1146/annurev-financial-110311-101754
A Survey of Systemic Risk Analytics
resolves10.3103/s1055134409010015
Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations
resolves10.2139/ssrn.1611229
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
resolves10.1016/0167-7152(89)90114-4
Symmetrized nearest neighbor regression estimates
resolves10.1007/978-1-4614-7750-1_54
Quantile Regression in Risk Calibration
resolves10.1016/j.jeconom.2014.04.012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
resolves10.1198/016214501753382273
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
resolves10.2139/ssrn.2892647
Composite Quantile Regression for the Single-Index Model
resolves10.1007/s10182-014-0234-4
Nonparametric estimates for conditional quantiles of time series
resolves10.1016/b978-0-444-53238-1.00011-9
Financial Intermediation and Credit Policy in Business Cycle Analysis
resolves10.3386/w20963
Systemic Risk and the Macroeconomy: An Empirical Evaluation
resolves10.1007/978-3-642-17146-8
Nonparametric and Semiparametric Models
resolves10.1093/rof/rfu010
Financial Network Systemic Risk Contributions
resolves10.1016/j.jbankfin.2009.05.017
A framework for assessing the systemic risk of major financial institutions
resolves10.1017/s0266466609990661
UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL
resolves10.1016/j.jbankfin.2004.09.007
Measuring systemic risk: A risk management approach
resolves10.1198/106186008x289155
<i>L</i><sub>1</sub>-Norm Quantile Regression
resolves10.1016/j.jbankfin.2012.07.010
Systemic risk measures: The simpler the better?
resolves10.1111/j.2517-6161.1996.tb02080.x
Regression Shrinkage and Selection Via the Lasso
resolves10.1093/biomet/asm053
Tuning parameter selectors for the smoothly clipped absolute deviation method
resolves10.1016/j.jmva.2010.02.003
Single-index quantile regression
resolves10.1111/1467-9884.00363
Quantile regression: applications and current research areas
resolves10.1016/j.jspi.2012.12.009
Adaptive penalized quantile regression for high dimensional data
resolves10.1198/016214506000000735
The Adaptive Lasso and Its Oracle Properties
resolves10.4271/982373
Collaborative Research Center SFB 362 “Sheet Metal Technology” - Processes for Production and Applications
The 6 references without a DOI — listed, not checked
no DOI — not checkedSystemic risk monitor: A model for systemic risk analysis and stress testing of banking systems
no DOI — not checkedref12
no DOI — not checkedref27
no DOI — not checkedref29
no DOI — not checkedStructural Vector Autoregressions: Checking Identifying Long-run Restrictions via Heteroskedasticity" by Helmut L�tkepohl and Anton Velinov
no DOI — not checkedref38
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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