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type_genre:"Government document"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Trinity College Dublin / Department of Economics"
~type_genre:"Graue Literatur"
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Value at risk (VaR) and the á-stable distribution
Frain, John C.
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2008
Persistent link: https://www.econbiz.de/10003996453
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Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza
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2008
Persistent link: https://www.econbiz.de/10003759325
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