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~isPartOf:"International journal of theoretical and applied finance"
~person:"D'Addona, Stefano"
~person:"Guhr, Thomas"
~type_genre:"Aufsatz in Zeitschrift"
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D'Addona, Stefano
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava
;
Schmitt, Thilo A.
;
Schäfer, Rudi
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
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Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
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