2011-11-29
What Happened to Risk Management During the 2008-2009 Financial Crisis?
Publication
Publication
Additional Metadata | |
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500 composite index, Financial crisis, Generalized autoregressive conditional heteroskedasticity, Standard and poor's, Value at risk | |
dx.doi.org/10.1002/9781118266588.ch39, hdl.handle.net/1765/90448 | |
Organisation | Department of Econometrics |
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
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