Using truncated Lévy flight to estimate downside risk
James X. Xiong
| Year of publication: |
2010
|
|---|---|
| Authors: | Xiong, James X. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 3.2009/10, 3, p. 231-242
|
| Subject: | fat tails | Finanzmarkt | Financial market | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | USA | United States | Großbritannien | United Kingdom | 1926-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003991439