| Title | Other author(s) | |
|---|---|---|
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approachDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009) |
||
Modelling dynamic portfolio risk using risk drivers of elliptical processesDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/07, 02.08.2007) |
