Measuring risks of deposit institutions
Year of publication: |
1994
|
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Authors: | Song, Frank M. |
Publisher: |
New York [u.a.] : Garland |
Subject: | Bankrisiko | Bank risk | CAPM | Schätztheorie | Estimation theory | Schätzung | Estimation | USA | United States | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Basics of statistical VaR-estimation
Ridder, Thomas, (1998)
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Venkataraman, Subu, (1997)
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Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F., (1998)
- More ...
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Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets
Tao, Libin, (2010)
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Connected transactions and firm value: Evidence from China-affiliated companies
Lei, Adrian C.H., (2011)
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CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry
Kim, Jeong-Bon, (2013)
- More ...