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~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Härdle, Wolfgang"
~subject:"Derivative"
~subject:"Multivariate Verteilung"
~subject:"Risikomanagement"
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Journal of the American Statistical Association : JASA
SFB 649 discussion paper
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Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying
;
Härdle, Wolfgang
;
Jeong, Seok-oh
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
483
,
pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
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