Using truncated Lévy flight to estimate downside risk
James X. Xiong
Year of publication: |
2010
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Authors: | Xiong, James X. |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 3.2009/10, 3, p. 231-242
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