The following pages link to Stable modeling of value at risk (Q1600544):
Displaying 5 items.
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
- The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Regulation Risk (Q5140098) (← links)
