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Economic capital modelling : concepts, measurement and implementation
Lelyveld, Iman van, (2006)
The risk wise investor : how to better understand and manage risk
Carpenter, Michael T., (2009)
Financial institutions management : a risk management approach
Saunders, Anthony, (2008)
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón, (1998)
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón, (1996)
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón, (2002)