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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Confidence intervals for the value-at-risk
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10013440859
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Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan - 1998
Persistent link: https://www.econbiz.de/10013440918