Gfc-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

AuthID
 P-00H-C1P
4
Author(s)
McAleer, M
·
Document Type
Article
Year published
2013
Published
in Mathematics and Computers in Simulation, ISSN: 0378-4754
Volume: 94, Pages: 223-237
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ISSN: 0378-4754
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