Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie
Session: F1 - Modeling Financial Market Risk
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Year of Publication | Title | Author(s) |
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2010 | Systemic Risk, Contagion, and State-Dependent Sensitivities in Value-at-Risk Estimation: Evidence from Hedge Funds | Gropp, Reint E.; Adams, Zeno; Füss, Roland |