Work

Extreme Risk and Value-at-Risk in the German Stock Market

Year: 2007

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470600763737

Authors: Konstantinos Tolikas, Athanasios Koulakiotis, Richard A. Brown

Institutions: Cardiff University, University of the Aegean, University of Dundee

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2068232114

FWCI: 3.549

Cites: 40

Cited by: 29

Related to: 10