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person:"Rouabah, Abdelaziz"
~person:"Van Kerm, Philippe"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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A mixture vector autoregressive framework to capture extreme events in macro-prudential stress tests
Guarda, Paolo
;
Rouabah, Abdelaziz
;
Theal, John
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10010480646
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