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~person:"Adrian, Tobias"
~person:"Christoffersen, Peter F."
~type_genre:"Aufsatz im Buch"
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Risk topography : systemic risk and macro modeling
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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Repo and securities lending
Adrian, Tobias
;
Begalle, Brian
;
Copeland, Adam
;
Martin, …
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 131-148)
.
2014
Persistent link: https://www.econbiz.de/10010408510
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
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