Using Tukey's g and h family of distributions to calculate value-at-risk and conditional value-at-risk
Year of publication: |
2011
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Authors: | Alfredo Jiménez, José ; Arunachalam, Viswanathan |
Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 13.2011, 4, p. 95-95
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