Value at risk using hyperbolic distributions
Year of publication: |
2000
|
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Authors: | Bauer, Christian |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 52.2000, 5, p. 455-467
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Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | USA | United States | Deutschland | Germany | Japan | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | 1987-1997 |
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