Extreme spectral risk measures: An application to futures clearinghouse margin requirements

Journal of Banking & Finance - Tập 30 - Trang 3469-3485 - 2006
John Cotter1, Kevin Dowd2
1Centre for Financial Markets, Smurfit School of Business, University College Dublin, Carysfort Avenue, Blackrock, Co. Dublin, Ireland
2Centre for Risk and Insurance Studies, Nottingham University Business School, Jubilee Campus, Nottingham NG8 1BB, UK

Tài liệu tham khảo

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