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1 Ergebnisse
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A macroeconomic reverse stress test:
Grundke, Peter
;
Pliszka, Kamil
Series: Bundesbank Discussion Paper. , 2015
Link:
http://hdl.handle.net/10419/119318
RT Journal T1 <Title>A macroeconomic reverse stress test</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftzbwkiel:oai:econstor.eu:10419_119318&Exemplar=1&LAN=DE A1 Grundke, Peter A1 Pliszka, Kamil PB Frankfurt a. M.: Deutsche Bundesbank YR 2015 K1 ddc:330 K1 C22 K1 C51 K1 C53 K1 G21 K1 G32 K1 copula functions K1 extreme value theory K1 principal component analysis K1 reverse stress testing JF Series: Bundesbank Discussion Paper LK http://hdl.handle.net/10419/119318 DO http://hdl.handle.net/10419/119318 SF ELIB - SuUB Bremen
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