GFC-robust risk management under the Basel Accord using extreme value methodologies
Jimenez-Martin, Juan-Angel, McAleer, Michael, Pérez-Amaral, Teodosio, Santos, Paulo AraújoVolume:
94
Language:
english
Journal:
Mathematics and Computers in Simulation
DOI:
10.1016/j.matcom.2013.08.010
Date:
August, 2013
File:
PDF, 463 KB
english, 2013