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Modeling and predicting market risk with Laplace-Gaussian mixture distributions


Paolella, Marc; Haas, Markus; Mittnik, Stefan (2006). Modeling and predicting market risk with Laplace-Gaussian mixture distributions. Applied Financial Economics, 16(15):1145-1162.

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Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2006
Deposited On:30 Jul 2014 12:06
Last Modified:05 Apr 2016 18:00
Publisher:Taylor & Francis
ISSN:0960-3107
Publisher DOI:https://doi.org/10.1080/09603100500438817
Official URL:http://www.tandfonline.com/doi/abs/10.1080/09603100500438817#.U9ZAnrG4QrM
Other Identification Number:merlin-id:4468

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