FRM for Romanian Stock Market
We estimate the systemic risk of the Romanian stock market, using the FRM (Financial Risk Meter) methodology.
Daniel Traian Pele is a Prof. dr. Department of Statistics and Econometrics Faculty of Cybernetics, Statistics and Economic Informatics, The Bucharest University of Economic Studies. https://scholar.google.com/citations?user=tN32HYcAAAAJ&hl=en