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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"The journal of risk model validation"
~person:"Chen, Huiqiong"
~subject:"Bank risk"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risk measure"
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Astin bulletin : the journal of the International Actuarial Association
The journal of risk model validation
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Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
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