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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Dempsey, Michael"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"expected shortfall"
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Dempsey, Michael
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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