Forecasting Expected Shortfall with a Generalized Asymmetric Student-T Distribution
Year of publication: |
2009
|
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Authors: | Zhu, Dongming |
Other Persons: | Galbraith, John W. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (19 p) |
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Series: | CIRANO - Scientific Publications Paper ; No. 2009s-24 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1504109 [DOI] |
Classification: | C16 - Specific Distributions ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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