@article{Pohl+2011+243+278,
url = {https://doi.org/10.3790/kuk.44.2.243},
title = {Anwendung der Extremwerttheorie zur Quantifizierung von Marktpreisrisiken – Test der Relevanz anhand vergangener Extrembelastungen von DAX und MSCI Europe},
title = {},
author = {Michael Pohl},
pages = {243--278},
volume = {44},
number = {2},
journal = {Credit and Capital Markets – Kredit und Kapital},
doi = {doi:10.3790/kuk.44.2.243},
year = {2011},
lastchecked = {2011-04-01}
}