Nonparametric risk management with generalized hyperbolic distributions
Ying Chen, Wolfgang Härdle, and Seok-Oh Jeong
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Ying ; Härdle, Wolfgang ; Jeong, Seok-oh |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 103.2008, 483, p. 910-923
|
| Subject: | Theorie | Theory | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| 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://www.econbiz.de/10003772400