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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, Dave E."
~person:"Powell, Robert"
~person:"Scharth, Marcel"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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The ultimate trade-off
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The North American journal of economics and finance : a journal of financial economics studies
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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