Nonparametric Risk Management with Generalized Hyperbolic Distributions
Year of publication: |
2005-08-01
|
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Authors: | Chen, Ying ; Härdle, Wolfgang ; Jeong, Seok-Oh |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Value at Risk | Risikomanagement | risk management | Volatilität | Erwartungstheorie |
Extent: | 1345536 bytes 33 p. application/pdf |
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Series: | Diskussionspapier ; 2005-001 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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