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Capital shortfall : a new approach to ranking and regulating systemic risks
Acharya, Viral V.; Engle, Robert F.; Richardson, Matthew - In: The American economic review 102 (2012) 3, pp. 59-64
Persistent link: https://www.econbiz.de/10009705301
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Risk and volatility : econometric models and financial practice
Engle, Robert F. - In: The American economic review 94 (2004) 3, 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; Engle, Robert; Richardson, Matthew - In: The American economic review 102 (2012) 3, pp. 59-65
Persistent link: https://www.econbiz.de/10009986266
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Risk and Volatility: Econometric Models and Financial Practice
Engle, Robert - In: The American economic review 94 (2004) 3, pp. 405-420
Persistent link: https://www.econbiz.de/10006816233