Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

Author： Hitaj Asmerilda   Mateus Cesario   Peri Ilaria  

Publisher： MDPI

E-ISSN： 2227-9091|6|1|17-17

ISSN： 2227-9091

Source： Risks, Vol.6, Iss.1, 2018-03, pp. : 17-17

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