A generalized extreme value approach to financial risk measurement
Year of publication: |
2007
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Authors: | Bali, Turan G. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 39.2007, 7, p. 1613-1649
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Subject: | Risikomaß | Risk measure | Bankrisiko | Bank risk | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | USA | United States | 1896-2000 |
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