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Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010326135
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2
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
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