Paolella, Marc; Haas, Markus; Mittnik, Stefan (2006). Modeling and predicting market risk with Laplace-Gaussian mixture distributions. Applied Financial Economics, 16(15):1145-1162.
Statistics
Citations
Dimensions.ai Metrics
Altmetrics
Additional indexing
| 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: | 19 Feb 2018 07:08 |
| Publisher: | Taylor & Francis |
| ISSN: | 0960-3107 |
| OA Status: | Closed |
| 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 |
Download
Full text not available from this repository.
View at publisher
Get full-text in a library
Paolella, Marc