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Risk and volatility : econometric models and financial practice
Engle, Robert F.
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The American economic review
94
(
2004
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3
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pp. 405-420
Persistent link: https://www.econbiz.de/10002168487
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Capital shortfall : a new approach to ranking and regulating systemic risks
Acharya, Viral V.
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Engle, Robert F.
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
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pp. 59-64
Persistent link: https://www.econbiz.de/10009705301
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