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~isPartOf:"Quantitative finance"
~isPartOf:"Scandinavian actuarial journal"
~person:"Desmettre, Sascha"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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Generalized Pareto processes and fund liquidity risk
Desmettre, Sascha
;
Kock, Johan de
;
Ruckdeschel, Peter
; …
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1327-1343
Persistent link: https://www.econbiz.de/10011911542
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