Integrated risk management with a filtered bootstrap approach

Economic Notes

Volumn 33, Issue 3, 2004, Pages 375-398

  Marsala, Claudio ^a   Pallotta, Massimiliano ^a   Zenti, Raffaele ^a  

^a Ras Asset Management SGR   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

BOOTSTRAPPING; CREDIT PROVISION; RISK ASSESSMENT;

EID: 17944375990     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0391-5026.2004.00137.x     Document Type: Article

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