Work

Stress Testing via Contamination

Year: 2006

Type: book-chapter

Source: Lecture notes in economics and mathematical systems

DOI: 10.1007/3-540-35262-7_2

Author: J. Dupačová

Institution: Charles University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1900939797

FWCI: 4.997

Cites: 30

Cited by: 18

Related to: 10