The calculation of capital requirement using extreme value theory
Ming-Shann Tsai; Lien-Chuan Chen
| Year of publication: |
2011
|
|---|---|
| Authors: | Tsai, Ming-shann ; Chen, Lien-Chuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 1/2, p. 390-395
|
| Subject: | Basler Akkord | Basel Accord | Ausreißer | Outliers |
| Extent: | graph. Darst. |
|---|---|
| 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/10009269922