Value at risk using hyperbolic distributions
| Year of publication: |
2000
|
|---|---|
| Authors: | Bauer, Christian |
| Published in: |
Journal of economics and business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757x. - Vol. 52.2000, 5, p. 455
|