GHICA — Risk analysis with GH distributions and independent components
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Ying ; Härdle, Wolfgang ; Spokoiny, Vladimir |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 17.2010, 2, p. 255-270
|