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Fat tails, VaR and subadditivity
Daníelsson, Jón; Jorgensen, Bjorn N.; Samorodnitsky, … - In: Journal of econometrics 172 (2013) 2, pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
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Heavy tails of OLS
Mikosch, Thomas; Vries, Casper G. de - In: Journal of econometrics 172 (2013) 2, pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Cover Image
Heavy tails of OLS
Mikosch, Thomas; de Vries, Casper G. - In: Journal of econometrics 172 (2013) 2, pp. 205-221
Persistent link: https://www.econbiz.de/10010063349
Cover Image
Fat tails, VaR and subadditivity
Daníelsson, Jón; Jorgensen, Bjørn N.; Samorodnitsky, … - In: Journal of econometrics 172 (2013) 2, pp. 283-291
Persistent link: https://www.econbiz.de/10010063355