Extreme value theory performance in the event of major financial crises
Adrian F. Rossignolo; Meryem Duygun Fethi and Mohamed Shaban
| Year of publication: |
2012
|
|---|---|
| Authors: | Rossignolo, Adrian F. ; Fethı, Meryem Duygun ; Shaban, Mohamed |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 4.2012, 2, p. 94-134
|
| Subject: | Finanzkrise | Financial crisis | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Werttheorie | Theory of value |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009619305