Evaluating effects of excess kurtosis on VaR estimates : evidence for international stock indices
J. Samuel Baixauli, Susana Alvarez
| Year of publication: |
2006
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|---|---|
| Authors: | Baixauli, J. Samuel ; Alvarez, Susana |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 27.2006, 1, p. 27-46
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| Subject: | Aktienindex | Stock index | Industrieländer | Industrialized countries | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003344297