1

On monitoring financial stress index with extreme value theory

Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012
6

Residual Responses to Change Patterns of Autocorrelated Processes

Year:
2007
Language:
english
File:
PDF, 550 KB
english, 2007
8

On conditional risk estimation considering model risk

Year:
2015
Language:
english
File:
PDF, 522 KB
english, 2015