Browsing All of EconStor by Author Benschop, Thijs
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2017 | FRM: A financial risk meter based on penalizing tail events occurrence | Yu, Lining; Härdle, Wolfgang Karl; Borke, Lukas; Benschop, Thijs |
2017 | Realized volatility of CO2 futures | Benschop, Thijs; López Cabrera, Brenda |