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subject:"Basel Accord"
~isPartOf:"Journal of banking & finance"
~person:"Gatzert, Nadine"
~person:"Sherris, Michael"
~subject:"Multivariate Verteilung"
~subject:"Risk"
~subject:"World"
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Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
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