Fabio Lamantia
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2 publications
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141 downloads
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589 views
- 606 Views
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0 books
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An Empirical Comparison among VaR Models and Time Rules with Elliptical and Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #3
Views: 394 Downloads: 86 TO CITE -
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns
Fabio Lamantia , Sergio Ortobelli , Svetlozar RachevInvestment Management and Financial Innovations Volume 3, 2006 Issue #4
Views: 523 Downloads: 146 TO CITE