//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bhattacharyya, Malay"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Johnson SU"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic VaR
1
EVT
1
GARCH
1
John Draper
1
Johnson SU
1
Manly
1
Mixture of Normal Distributions
1
Pearson Type IV
1
Yeo-Johnson Transformations
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Bhattacharyya, Malay
Mishra, SK
3
Gaber, Stevan
2
Gaber-Naumoska, Vasilka
2
Naumoski, Aleksandar
2
Madhav R, Siddarth
1
Patra, Saswat
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
MPRA Paper
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns
Bhattacharyya, Malay
;
Madhav R, Siddarth
-
Volkswirtschaftliche Fakultät, …
-
2012
,
Johnson
SU
, Manly’s exponential transformation, normal and t-distributions. In the second ap- proach, the ARMA-GARCH process …
Persistent link: https://www.econbiz.de/10011259375
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->