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Nonparametric Risk Management with Generalized Hyperbolic D..:

Chen, Ying ; Härdle, Wolfgang ; Jeong, Seok-Oh
Journal of the American Statistical Association. 103 (2008) 483 - p. 910-923 , 2008

Link: https://www.jstor.org/stable/27640132

RT Journal
T1 <Title>Nonparametric Risk Management with Generalized Hyperbolic Distributions</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-27640132&Exemplar=1&LAN=DE
				
A1 Chen, Ying
A1 Härdle, Wolfgang
A1 Jeong, Seok-Oh
PB American Statistical Association
YR 2008
SN 0162-1459
K1 Adaptive volatility estimation
K1 Generalized hyperbolic distribution
K1 Risk management
K1 Value at risk
K1 Physical sciences
K1 Physics
K1 Mechanics
K1 Density
K1 Density measurement
K1 Density estimation
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Bank portfolios
K1 Financial analysis
K1 Financial management
K1 Financial risk
K1 Investment risk
K1 Mathematics
K1 Applied mathematics
K1 Analytics
K1 Predictive analytics
K1 Analytical forecasting
K1 Forecasting models
K1 Statistics
K1 Applied statistics
K1 Inferential statistics
K1 Statistical estimation
K1 Estimation methods
K1 Macroeconomics
K1 International economics
K1 International trade
K1 Foreign exchange
K1 Exchange rates
K1 Pure mathematics
K1 Probability theory
K1 Stochastic models
K1 Information science
K1 Data products
K1 Datasets
JF Journal of the American Statistical Association
VO 103
IS 483
SP 910
OP 923
LK http://dx.doi.org/https://www.jstor.org/stable/27640132
DO https://www.jstor.org/stable/27640132
SF ELIB - SuUB Bremen

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