Nonparametric Risk Management With Generalized Hyperbolic Distributions
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Ying ; Härdle, Wolfgang ; Jeong, Seok-Oh |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 103.2008, 483, p. 910-923
|