Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Year of publication: |
2006
|
---|---|
Authors: | Haas, Markus ; Mittnik, Stefan ; Paolella, Marc S. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 15 (15.10.), p. 1145-1162
|
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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