Econometric modeling and value-at-risk using the Pearson type-IV distribution
| Year of publication: |
2012
|
|---|---|
| Authors: | Stavroyiannis, S. ; Makris, I. ; Nikolaidis, V. ; Zarangas, L. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 22.2012, p. 10-18
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