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GFC-robust risk management under the Basel Accord using extreme value methodologies

✍ Scribed by Jimenez-Martin, Juan-Angel; McAleer, Michael; Pérez-Amaral, Teodosio; Santos, Paulo Araújo

Book ID: 122974638
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 463 KB
Volume: 94
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2013.08.010

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