Narrow search
Showing 1 - 3 of 3
Cover Image
Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan - 1998
Persistent link: https://www.econbiz.de/10013440918
Cover Image
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
Cover Image
Blue for ß in CAPM with infinite variance
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001399219