Tail risk for Australian emerging market entities
Year of publication: |
2011
|
---|---|
Authors: | Allen, David E. ; Kramadibrata, Akhmad R. ; Powell, Robert ; Singh, Abhay Kumar |
Publisher: |
Churchlands : School of Acc., Finance and Economics [u.a.] |
Subject: | Risikomaß | Risk measure | Kreditrisiko | Credit risk | Marktrisiko | Market risk | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Australien | Australia | 2000-2009 |
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