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Using extreme value theory to estimate the likelihood of banking sector failure
Byström, Hans N. E. - In: The European journal of finance 12 (2006) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10003338136
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Orthogonal GARCH and covariance matrix forecasting : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E. - In: The European journal of finance 10 (2004) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10001957603
Cover Image
Using extreme value theory to estimate the likelihood of banking sector failure
Byström, Hans - In: The European journal of finance 12 (2006) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10007265226
Cover Image
Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998
Byström, Hans - In: The European journal of finance 10 (2004) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10005926539