Analyzing the use of generalized hyperbolic distributions to value at risk calculations
Year of publication: |
2005
|
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Authors: | Barbachan, José Santiago Fajardo ; Farias, Aquiles Rocha de ; Ornelas, José Renato Haas |
Published in: |
Economia aplicada : EA. - Ribeirão Prêto : [FEA-RP, USP, Departamento de Economia], ISSN 1413-8050, ZDB-ID 2013461-7. - Vol. 9.2005, 1, p. 25-38
|
Subject: | Kaufkraftparität | Purchasing power parity | US-Dollar | US dollar | Brasilien | Brazil | Risikomaß | Risk measure |
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