Horizon problems and extreme events in financial risk management
Year of publication: |
2003
|
---|---|
Authors: | Christoffersen, Peter C. ; Diebold, Francis X. ; Schuermann, Til |
Published in: |
The Handbook of risk. - Hoboken, NJ : Wiley, ISBN 0-471-06412-2. - 2003, p. 155-170
|
Subject: | USA | United States | Risikomanagement | Risk management | Theorie | Theory | Finanzkrise | Financial crisis |
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