When swans are grey : VaR as an early warning signal
Year of publication: |
2010
|
---|---|
Authors: | Satchkov, Daniel |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 4, p. 366-379
|
Subject: | Finanzkrise | Financial crisis | Risikomaß | Risk measure | USA | United States | 1989-2010 |
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