Impact of value-at-risk models on market stability
Autor: | Llacay, Bàrbara *, Peffer, Gilbert |
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Zdroj: | In Journal of Economic Dynamics and Control September 2017 82:223-256 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Llacay, Bàrbara *, Peffer, Gilbert |
---|---|
Zdroj: | In Journal of Economic Dynamics and Control September 2017 82:223-256 |
Databáze: | ScienceDirect |
Externí odkaz: |