Asymmetric power distribution : theory and applications to risk measurement
Year of publication: |
2007
|
---|---|
Authors: | Komunjer, Ivana |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 5, p. 891-921
|
Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Statistische Methode | Statistical method |
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