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~accessRights:"restricted"
~person:"Bertail, Patrice"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Performance-Messung"
~subject:"Statistical distribution"
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Bertail, Patrice
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Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
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2019
Persistent link: https://www.econbiz.de/10012643535
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Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective
Bianchi, Michele Leonardo
- In:
The journal of asset management
16
(
2015
)
7
,
pp. 437-449
Persistent link: https://www.econbiz.de/10011455704
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