//--> //--> //-->
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
~subject:"VAR model"
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: person:"Madhav R, Siddarth"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
VAR model
Aktienindex
1
Capital income
1
Dynamic VaR
1
EVT
1
Estimation theory
1
GARCH
1
John Draper
1
Johnson SU
1
Kapitaleinkommen
1
Manly
1
Mixture of Normal Distributions
1
Pearson Type IV
1
Schätztheorie
1
Stock index
1
VAR-Modell
1
Yeo-Johnson Transformations
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bhattacharyya, Malay
1
Madhav R., Siddarth
1
Published in...
All
Journal of mathematical finance
1
Source
All
ECONIS (ZBW)
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
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 13-30
Persistent link: https://www.econbiz.de/10009668289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->