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Extreme value theory, asset ranking and threshold choice : a practical note on VaR estimation
Auer, Benjamin R.
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10013262944
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Currency substitution : a theoretical and empirical analysis for Germany and Europe
Seitz, Franz
;
Reimers, Hans-Eggert
- In:
The Manchester School
67
(
1999
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10001372085
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