Keywords:
asymptotic exponential distribution
;
value-at-risk
;
risk management
;
financial network
;
expected shortfall
;
Forschungsbericht
Type of Medium:
Online Resource
Pages:
1 Online-Ressource (38 Seiten, 431,91 KB)
,
Diagramme
Series Statement:
Discussion paper / SFB 823 Nr. 2019, 12
URL:
http://hdl.handle.net/2003/38088
URL:
https://doi.org/10.17877/DE290R-20070
DOI:
10.17877/DE290R-20070
Language:
English
Note:
Literaturverzeichnis: Seite 32-34
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