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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Allen, David E."
~subject:"Bankrisiko"
~subject:"Germany"
~type_genre:"Bibliografie enthalten"
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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
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