Multivariate Risikomanagement
Year of publication: |
2005-02-06
|
---|---|
Authors: | Chen, Ying |
Other Persons: | Härdle, Wolfgang (contributor) ; Spokoiny, Vladimir (contributor) |
Publisher: |
Wirtschaftswissenschaftliche Fakultät |
Subject: | Statistik | Wirtschaft | generalized hyperbolic distribution | independent component analysis | Value-at-Risk | adaptive volatility |
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