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~person:"Mittnik, Stefan"
~person:"Schaumburg, Julia"
~person:"Vries, Casper G. de"
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Handbook of heavy tailed distributions in finance
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Money matters : essays in honour of Alan Walters
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Credit
value-at-risk
constraints, credit rationing and monetary policy
Slijkerman, Jan Frederik
;
Smant, David Jan Cornelis
; …
- In:
Money matters : essays in honour of Alan Walters
,
(pp. 243-250)
.
2004
Persistent link: https://www.econbiz.de/10001997759
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2
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
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