Value-at-risk for the long and short trading position with the pearson type-IV distribution
Year of publication: |
2013
|
---|---|
Authors: | Stavroyiannis, Stavros ; Makris, Ilias ; Nikolaidis, Vasilis ; Zarangas, Leonidas P. |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 15.2013, 1, p. 14-27
|
Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory | ARCH-Modell | ARCH model | Wertpapierhandel | Securities trading | Frankreich | France | Aktienindex | Stock index | Deutschland | Germany | Japan |
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