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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~person:"Mihailescu, Laurenţiu"
~subject:"Deutschland"
~subject:"Finanzkrise"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Bundesbank Series 1 Discussion Paper
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ECONIS (ZBW)
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A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu
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2003
Persistent link: https://www.econbiz.de/10001762989
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A comparison of several procedures for estimating value-at-risk in mature and emerging markets
Mihailescu, Laurenţiu
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2002
Persistent link: https://www.econbiz.de/10001693163
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