Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150): Difference between revisions
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Revision as of 14:26, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Risk Management With Generalized Hyperbolic Distributions |
scientific article |
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Nonparametric Risk Management With Generalized Hyperbolic Distributions (English)
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1 February 2011
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adaptive volatility estimation
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generalized hyperbolic distribution
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risk management
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value at risk
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