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~isPartOf:"Journal of risk"
~person:"Detragiache, Enrica"
~person:"Jiménez-Martín, Juan-Ángel"
~person:"Rösch, Daniel"
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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