Common factors governing VDAX movements and the maximum loss

Springer Science and Business Media LLC - Tập 16 Số 1 - Trang 16-29 - 2002
Fengler, Matthias1, Härdle, Wolfgang1, Schmidt, Peter2
1Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, Institut für Statistik und Ökonometrie, Berlin
2Quantitative Research, Bankgesellschaft Berlin, Berlin

Tài liệu tham khảo

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