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~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
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1998
Persistent link: https://www.econbiz.de/10001422900
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich
;
Bolduc, Denis
;
Gaudry, Marc J. I.
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1995
Persistent link: https://www.econbiz.de/10000923154
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