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~isPartOf:"Applied economics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Powell, Robert"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Credit risk
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Powell, Robert
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Applied economics
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
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1
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
2
Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
Saved in:
3
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
4
Credit risk and real capital : an examination of Swiss banking sector default risk using CVaR
Powell, Robert
;
Allen, David E.
-
2010
Persistent link: https://www.econbiz.de/10008760320
Saved in:
5
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008760323
Saved in:
6
CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10008667291
Saved in:
7
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
Saved in:
8
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
Saved in:
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