Author: Luciano E.
Publisher: Springer Publishing Company
ISSN: 0926-4957
Source: The GENEVA PAPERS on Risk and Insurance Theory, Vol.26, Iss.2, 2001-09, pp. : 91-115
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Estimating value-at-risk: a point process approach
By Chavez-Demoulin V. Davison A. C. McNeil A. J.
Quantitative Finance, Vol. 5, Iss. 2, 2005-04 ,pp. :
Locally Greater Vulnerability to Background Risk
By Keenan D.C.
The GENEVA PAPERS on Risk and Insurance Theory, Vol. 28, Iss. 2, 2003-01 ,pp. :
By Britten-Jones M. M. Schaefer S.
European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. :