scientific article; zbMATH DE number 1538082

MaRDI QIDQ4518945zbMATH OpenFDO

Authors Jens Breckling, Ernst Eberlein, Philip Kokic

Publication date 29 August 2001

zbMATH Keywords

generalized hyperbolic distributionvalue at riskrisk managementcredit riskP\&L distribution

Mathematics Subject Classification ID

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Cited in

(1)

• Fitting bivariate cumulative returns with copulas

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