Login
Your Cart
Price
Total
€0.00
(₴0)
Proceed to Checkout
Your cart is empty
Cart
0
Items
Submit Manuscript
Search ...
Search
About Us
Journals
Publishing policies
Editorial Policies
Books
FOLLOW US
Fabio Lamantia
2 publications
141 downloads
589 views
1408 Views
0 books
ARTICLES
JOURNALS
Books
MORE PUBLICATIONS
KEYWORDS
An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
Investment Management and Financial Innovations
Volume 3, 2006 Issue #3
Views: 858
Downloads: 464
TO CITE
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
Investment Management and Financial Innovations
Volume 3, 2006 Issue #4
Views: 962
Downloads: 554
TO CITE
Business, Management and Accounting
Decision Sciences
Economics, Econometrics and Finance
Investment Management and Financial Innovations
Connected authors
Sergio Ortobelli
4 Articles
Svetlozar Rachev
5 Articles
COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.
If you continue without changing these settings, you consent to this
Read more
Accept
