Estimation of portfolio return and value at risk using a class of Gaussian mixture distributions
Kangrong Tan; Meifen Chu
| Year of publication: |
2011
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| Authors: | Tan, Kangrong ; Chu, Meifen |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 25365666. - Vol. 6.2011, 2, p. 97-107
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009897552