Haas, Markus
(2009):
Value-at-risk via mixture distributions reconsidered.
In: Applied Mathematics and Computation, Vol. 216: pp. 2103-2119
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
| Subjects: | 500 Science > 510 Mathematics |
| Language: | English |
| Item ID: | 31113 |
| Date Deposited: | 19. Dec 2016 14:05 |
| Last Modified: | 05. Jan 2017 15:34 |
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