Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: C12
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2022) 23 (3): 264–288.
Published: 25 February 2022
... Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Quantilogram Agricultural futures Returns Volume C12 C14 G15 In what follows, Section 2 offers the Literature review and Section 3 the methodology. Section presents 4 the data and Section 5...
Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2020) 21 (3): 299–316.
Published: 06 July 2020
... haircuts Risk proxy Tail risk Tail event Discriminatory power C12 G21 C18 The Capital Requirements Regulation (CRR) permits the use of proxies, if they are documented and regularly validated. At this point, pursuant to the Article 368(1)(e) of the CRR, proxies have to lead to good model...
