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Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - In: Applied financial economics 16 (2006) 15, pp. 1145
Persistent link: https://www.econbiz.de/10007629952
Cover Image
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - In: Applied financial economics 16 (2006) 15, pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575