TY - GEN T1 - FRM: a Financial Risk Meter based on penalizing tail events occurrence AU - Yu, Lining AU - Härdle, Wolfgang Karl AU - Borke, Lukas AU - Benschop, Thijs PY - 2017 LA - eng PB - Humboldt-Universität zu Berlin DO - http://dx.doi.org/10.18452/18587 ER -