Modelling and predicting market risk with Laplace–Gaussian mixture distributions
| Year of publication: |
2006
|
|---|---|
| Authors: | Haas, Markus ; Mittnik, Stefan ; Paolella, Marc S. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 15, p. 1145
|