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Keyword [Fat-tailedness]
Result: 1 - 4 | Page: 1 of 1
1. The Analysis Of Portfolio Risk Based On Non-normal Distribution
2. Study On Accuracy Of VaR Models Based On ACF
3. Study On Accuracy Of Var Models Based On Acf
4. Value at risk: A quantile-based distribution approach for incorporating skewness and fat-tailedness
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