Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
| Year of publication: |
2003-10
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| Authors: | Fajardo, J. ; Farias, A. R. ; Ornelas, J. R. H. |
| Institutions: | Insper Instituto de Ensino e Pesquisa |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005070001