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~isPartOf:"Mathematics of operations research"
~person:"Kou, Steven"
~subject:"ARCH-Modell"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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Mathematics of operations research
Kou, S. G., Peng, X., Heyde, C. C., 2013. Mathematics of Operations Research 38 (3), 393-417
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External risk measures and Basel accords
Kou, Steven
;
Peng, Xianhua
;
Heyde, Chris C.
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10009787381
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