Laplace-Weibull Mixtures for Modeling Price Changes
Year of publication: |
1993
|
---|---|
Authors: | Rachev, S.T. ; SenGupta, A. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 39.1993, 8, p. 1029
|
Saved in:
Saved in favorites
Similar items by person
-
Stable Modeling of Value at Risk.
Khindanova, I.N., (2000)
-
The Stable non-Gaussian Asset Allocation: A Comparison with the Classical Gaussian Approach.
Tokat, Y., (2000)
-
Value at Risk: Recent Advances.
Khindanova, I.N., (2000)
- More ...