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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"Journal of banking & finance"
~person:"Berens, Wolfgang"
~person:"Embrechts, Paul"
~person:"Kose, M. Ayhan"
~person:"Pelizzon, Loriana"
~subject:"Risiko"
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Berens, Wolfgang
Embrechts, Paul
Kose, M. Ayhan
Pelizzon, Loriana
Breuer, Thomas
3
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Journal of banking & finance
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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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Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
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