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person:"Bollerslev, Tim"
subject:"USA"
~isPartOf:"Risk topography : systemic risk and macro modeling"
~person:"Adrian, Tobias"
~person:"Billio, Monica"
~person:"Kunreuther, Howard"
~subject:"ARCH model"
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Risk topography : systemic risk and macro modeling
Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Repo and securities lending
Adrian, Tobias
;
Begalle, Brian
;
Copeland, Adam
;
Martin, …
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 131-148)
.
2014
Persistent link: https://www.econbiz.de/10010408510
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