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Fabio Lamantia
2 publications
141 downloads
589 views
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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: 729
Downloads: 377
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: 829
Downloads: 447
TO CITE
Business, Management and Accounting
Decision Sciences
Economics, Econometrics and Finance
Investment Management and Financial Innovations
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Sergio Ortobelli
4 Articles
Svetlozar Rachev
5 Articles
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