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Search: subject:"extreme value methodologies"
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BRICS
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extreme value methodologies
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country risk ratings
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fast clustering
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1
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
Saved in:
2
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
3
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
McAleer, Michael
;
perez-amaral, teodosio
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010732625
Saved in:
4
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Institute of Economic Research, Kyoto University
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010674394
Saved in:
5
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David Edmund
;
McAleer, Michael
; …
-
Facultad de Ciencias Económicas y Empresariales, …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010778723
Saved in:
6
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Tinbergen Instituut
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10011256696
Saved in:
7
Risk Modeling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Department of Economics and Finance, College of …
-
2013
via Gaussian mixture models, GFC-robust risk management under the Basel Accord using
extreme
value
methodologies
…
Persistent link: https://www.econbiz.de/10010907434
Saved in:
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