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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Robert H. Smith School Research Paper
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Queen's Economics Department working paper
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Three non-Gaussian models of dependence in returns
Madan, Dilip B.
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Advanced modelling in mathematical finance : in honour …
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(pp. 107-130)
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2016
Persistent link: https://www.econbiz.de/10011800343
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Hunting for black swans in the European banking sector using extreme value analysis
Beirlant, Jan
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Schoutens, Wim
;
De Spiegeleer, Jan
; …
- In:
Advanced modelling in mathematical finance : in honour …
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(pp. 147-166)
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2016
Persistent link: https://www.econbiz.de/10011800355
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