Market BuVaR : a countercyclical risk metric
Max Wong
| Year of publication: |
2011
|
|---|---|
| Authors: | Wong, Max |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 4.2010/11, 3, p. 419-432
|
| Subject: | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Statistische Verteilung | Statistical distribution | USA | United States |
| 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/10009508301