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Journal of empirical finance
Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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GHICA : risk analysis with GH distributions and independent components
Chen, Ying
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10009271851
Saved in:
2
GHICA — Risk analysis with GH distributions and independent components
Chen, Ying
;
Härdle, Wolfgang
;
Spokoiny, Vladimir
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 255-270
Persistent link: https://www.econbiz.de/10008387158
Saved in:
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