Alarming of exchange rate crisis : a risk management approach
Da Zhao, Tianhao Wu
| Year of publication: |
2016
|
|---|---|
| Authors: | Zhao, Da ; Wu, Tianhao |
| Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 6.2016, 2, p. 79-88
|
| Subject: | Foreign Exchange Crisis | Value-at-Risk | Extreme Value Theory | Asymmetric GARCH | Generalized Pareto Distribution | Risikomanagement | Risk management | Wechselkurs | Exchange rate | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Theorie | Theory | Währungskrise | Currency crisis | Ausreißer | Outliers | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657506