Estimating bank trading risk - A factor model approach

被引：0
|
作者：
O'Brien, James [1 ]
Berkowitz, Jeremy [1 ]
机构：
[1] Fed Reserve Board, Div Res & Stat, Washington, DC 20551 USA
来源：
Risks of Financial Institutions | 2006年
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：59 / 101
页数：43
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