Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Wolfgang Karl Härdle / rank | |||
| Property / author | |||
| Property / author: Wolfgang Karl Härdle / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2133141024 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Risk Management With Generalized Hyperbolic Distributions |
scientific article |
Statements
Nonparametric Risk Management With Generalized Hyperbolic Distributions (English)
0 references
1 February 2011
0 references
adaptive volatility estimation
0 references
generalized hyperbolic distribution
0 references
risk management
0 references
value at risk
0 references
