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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Stroughair, John D.
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Issue Date
Title
Author(s)
30-May-2008
Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management
Bangia, Anil
;
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
Mar-1998
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
Diebold, Francis X.
;
Schuermann, Til
;
Stroughair, John D.
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