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Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market

Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market

Herrera, Rodrigo; Schipp, Bernhard
  • 期刊名称The North American Journal of Economics and Finance
  • 作者Herrera, Rodrigo; Schipp, Bernhard
  • 卷第29卷
  • 印刷ISSN1062-9408
  • 文件大小2239.87KB
  • 发表时间2014-07
  • DOI10.1016/j.najef.2014.06.013
  • 页码218-238
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