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

PA Santos, J-A Jimenez-Martin, Michael McAleer, T Perez Amaral

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages33
EditionEI report serie EI2011-27
Publication statusPublished - 2011

Publication series

SeriesEI report serie
VolumeEI2011-27

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