Multivariate downside risk: Normal versus Variance Gamma
| Year of publication: |
2012
|
|---|---|
| Authors: | Wallmeier, Martin ; Diethelm, Martin |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 5, p. 431-458
|
| Publisher: |
John Wiley & Sons, Ltd. |