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~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Gilli, Manfred"
~person:"Mazur, Stepan"
~person:"Pérez Amaral, Teodosio"
~subject:"Ausreißer"
~type_genre:"Arbeitspapier"
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Risk modeling and management : an overview
Chang, Chia-Lin
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Allen, David E.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009771092
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GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
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Jiménez-Martín, Juan-Ángel
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2011
Persistent link: https://www.econbiz.de/10009413652
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