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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~person:"Gouriéroux, Christian"
~person:"Kristensen, Dennis"
~subject:"Core"
~subject:"VAR model"
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Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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