Work

Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market

Year: 2014

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2014.06.013

Authors: Rodrigo Herrera, Bernhard Schipp

Institutions: Universidad de Talca, Technische Universität Dresden

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: McGill University, Technische Universität Dresden

OpenAlex ID: W2053803148

FWCI: 1.22

Cites: 45

Cited by: 20

Related to: 10