| 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) |
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The supervisor's portfolio: The market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregationDeutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2005/02, 21.10.2005) |
