Value at risk using hyperbolic distributions

Journal of Economics and Business

Volumn 52, Issue 5, 2000, Pages 455-467

  Bauer, Christian ^a  

^a UNIVERSITY OF BAYREUTH   (Germany)

Author keywords

Elliptical distributions; Hyperbolic distribution; Value at risk

Indexed keywords

EID: 0347844430     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(00)00026-6     Document Type: Article

References (20)

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