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~isPartOf:"Journal of applied econometrics"
~person:"Bali, Turan G."
~person:"Kim, Young Shin"
~person:"Lucas, André"
~person:"Scaillet, Olivier"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
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