Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

✍ Scribed by Dongming Zhu; John W. Galbraith

• Book ID: 116641801
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 443 KB
• Volume: 18
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2011.05.006