Conditional VaR estimation using Pearson’s type IV distribution
| Year of publication: |
2008
|
|---|---|
| Authors: | Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 191.2008, 2, p. 386-397
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