Work

Estimating financial risk under time-varying extremal return behavior

Year: 2003

Type: article

Source: OR Spectrum

DOI: 10.1007/s00291-003-0126-6

Author: Niklas Wagner

Institution: Technical University of Munich

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W192205118

FWCI: 1.095

Cites: 17

Cited by: 22

Related to: 10