Additional Metadata
Keywords 500 composite index, Financial crisis, Generalized autoregressive conditional heteroskedasticity, Standard and poor's, Value at risk
Persistent URL dx.doi.org/10.1002/9781118266588.ch39, hdl.handle.net/1765/90448
Citation
McAleer, M.J, Jiménez-Martín, J.A, & Pérez-Amaral, T. (2011). What Happened to Risk Management During the 2008-2009 Financial Crisis?. doi:10.1002/9781118266588.ch39