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Extreme value analysis of electricity demand in the UK
Chan, Stephen; Nadarajah, Saralees - In: Applied economics letters 22 (2015) 13/15, pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
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Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank - In: Applied economics letters 18 (2011) 16/18, pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
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Bank insolvency risk and different approaches to aggregate Z-score measures : a note
Strobel, Frank - In: Applied economics letters 18 (2011) 16/18, pp. 1541-1543
Persistent link: https://www.econbiz.de/10009383445
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(Simple) ΔCoVaR bounds
Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372