An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns

Published September 27, 2006
Author(s)
Fabio Lamantia , Sergio Ortobelli , Svetlozar Rachev
Article Info
Volume 3 2006, Issue #3
TO CITE

423 Views
94 Downloads

References
0
Tables
0
Figures
0

Next >

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

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