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person:"Manganelli, Simone"
type_genre:"Arbeitspapier"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Allen, David E."
~person:"Farkas, Walter"
~subject:"Risikomaß"
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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
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