Stable modeling of value at risk (Q1600544)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stable modeling of value at risk
scientific article

    Statements

    Stable modeling of value at risk (English)
    0 references
    13 June 2002
    0 references
    market risks
    0 references
    value-at-risk
    0 references
    VAR computations
    0 references
    stable Paretian distributions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references