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Prediciton of Financial Downside-Risk with Heavy-Tailed Conditional Distributions


Paolella, Marc; Mittnik, Stefan (2003). Prediciton of Financial Downside-Risk with Heavy-Tailed Conditional Distributions. In: Rachev, S. Handbook of Heavy-Tailed Distributions in Finance. Amsterdam: Elsevier North–Holland, 387-403.

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Item Type:Book Section, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2003
Deposited On:24 Oct 2014 11:57
Last Modified:19 Feb 2018 21:25
Publisher:Elsevier North–Holland
OA Status:Closed
Other Identification Number:merlin-id:4514

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