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Credit risk und Value-at-Risk-Alternativen : Herausforderungen für das risk management
Oehler, Andreas, (1998)
Measuring market risk
Dowd, Kevin, (2002)
The VaR implementation handbook
Gregoriou, Greg N., (2009)
Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón, (1994)
Global financial systems : stability and risk
Daníelsson, Jón, (2013)
Cryptocurrencies : policy, economics and fairness
Daníelsson, Jón, (2018)