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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"Risk assessment : decisions in banking and finance"
~subject:"Estimation theory"
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International Journal of Theoretical and Applied Finance (IJTAF)
Risk assessment : decisions in banking and finance
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
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