Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector
Year of publication: |
2004
|
---|---|
Authors: | P. Mattedi, Adriana ; M. Ramos, Fernando ; Rosa, Reinaldo R. ; Mantegna, Rosario N. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 3, p. 554-561
|
Publisher: |
Elsevier |
Subject: | Econophysics | Aerospace sector | Tsallis statistics | Value-at-risk |
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