Value-at-risk and Tsallis statistics: Risk analysis of the aerospace sector

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 3-4 SPEC. ISS., 2004, Pages 554-561

  Mattedi, Adriana P ^a   Ramos, Fernando M ^a   Rosa, Reinaldo R ^a   Mantegna, Rosario N ^b  

^a INSTITUTO NACIONAL DE PESQUISAS ESPACIAIS   (Brazil)

^b UNIVERSITY OF PALERMO   (Italy)

Author keywords

Aerospace sector; Econophysics; Tsallis statistics; Value at risk

Indexed keywords

AEROSPACE INDUSTRY; DATA REDUCTION; FINANCIAL DATA PROCESSING; PROBABILITY; RISK ASSESSMENT; RISK MANAGEMENT;

FINANCIAL RISKS; TSALLIS STATISTICS; VALUE-AT-RISK (VAR);

STATISTICAL METHODS;

EID: 6344240927     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.031     Document Type: Article

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