Expansion methods applied to asset return distributions
Year of publication: |
2007/08
|
---|---|
Authors: | Marumo, Kohei ; Wolff, Rodney |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 2, p. 3-24
|
Subject: | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
-
Iglesias, Emma M., (2015)
-
Assaf, Ata, (2015)
-
Extreme value theory in emerging markets : evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija, (2015)
- More ...
-
Marumo, Kohei, (2003)
-
Expansion methods applied to distributions and risk measurement in financial markets
Marumo, Kohei, (2007)
-
A Simplified Method for Calculating the Credit Risk of Lending Portfolios
Ieda, Akira, (2000)
- More ...