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~subject:"Statistische Verteilung"
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Statistische Verteilung
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Lee, Ming-chih
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Applied financial economics letters
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ECONIS (ZBW)
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Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin
;
Lee, Ming-chih
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
Saved in:
2
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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3
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
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4
The role of SGT distribution in Value-at-Risk estimation : evidence from the WTI crude oil market
Liu, Hung-Chun
;
Lee, Ming-chih
;
Chang, Ching-Mo
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10003917409
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