Generalized hyperbolic distributions and value-at-risk estimation for the South African mining index
Chun-Kai Huang; Knowledge Chinhamu; Chun-Sung Huang; Jahvaid Hammujuddy
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Chun-kai ; Chinhamu, Knowledge ; Huang, Chun-sung ; Hammujuddy, Jahvaid |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 13.2014, 2, p. 319-328
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| Subject: | FTSE/JSE Mining Index | Hyperbolic Distribution | Normal-Inverse Gaussian (NIG) Distribution | Generalized Hyperbolic Skew Student’s t-distribution | Value-at-Risk | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Bergbau | Mining | Südafrika | South Africa | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010362786