GHICA - Risk analysis with GH distributions and independent components
10.1016/j.jempfin.2009.09.005
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Main Authors: | Chen, Y., Härdle, W., Spokoiny, V. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105162 |
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Institution: | National University of Singapore |
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