GHICA - risk analysis with GH distributions and independent components
Ying Chen ; Wolfgang Härdle ; Vladimir Spokoiny
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Ying ; Härdle, Wolfgang ; Spokojnyj, Vladimir G. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Subject: | Risikomanagement | Multivariate Analyse | Unabhängige Zufallsvariable | Statistik |
| Extent: | 27 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,078 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004875458