An empirical investigation of the rank correlation between different risk measures
Carsten Hahn ; Andreas Pfingsten ; Peter Wagner
| Year of publication: |
2002
|
|---|---|
| Authors: | Hahn, Carsten ; Pfingsten, Andreas ; Wagner, Peter |
| Publisher: |
Münster : IFK |
| Subject: | Bank | Risiko | Messung |
| Extent: | 36 Bl. |
|---|---|
| Series: | Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen. - Münster : IFK. - Vol. 02,01 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Banken, Versicherungen ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004760380