Nonparametric risk management with generalized hyperbolic distributions

Nonparametric risk management with generalized hyperbolic distributions

10.1198/016214507000001003

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書目詳細資料
Main Authors:	Chen, Y., Härdle, W., Jeong, S.-O.
其他作者:	STATISTICS & APPLIED PROBABILITY
格式:	Article
出版:	2014
主題:	Adaptive volatility estimation Generalized hyperbolic distribution Risk management Value at risk
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/105243
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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