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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
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An Extreme Value Approach to Estimating Volatility and Value at Risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10006029822
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Do demographic changes affect risk premiums? : Evidence from international data
Ang, Andrew; Maddaloni, Angela - In: The journal of business : B 78 (2005) 1, pp. 341-379
Persistent link: https://www.econbiz.de/10002828486
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Do Demographic Changes Affect Risk Premiums? Evidence from International Data
Ang, Andrew; Maddaloni, Angela - In: The journal of business : B 78 (2005) 1, pp. 341-380
Persistent link: https://www.econbiz.de/10006017054