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  • Search: subject:"Sigma threshold"
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Adjustment factor 1 Normal distribution 1 Risikomaß 1 Risk measure 1 Sigma threshold 1 Statistical distribution 1 Statistische Verteilung 1 Student t 1 Students 1 Studierende 1 Theorie 1 Theory 1 VAR model 1 VAR-Modell 1 VaR 1 distribution 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Xu, Su 1
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Risk management : a journal of risk, crisis and disaster 1
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A VaR assuming Student t distribution not significantly different from a VaR assuming normal distribution
Xu, Su - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10011800964
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