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Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

✍ Scribed by Moralles, Herick Fernando; Rebelatto, Daisy Aparecida do Nascimento; Sartoris, Alexandre

Book ID: 123480057
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 428 KB
Volume: 58
Category: Article
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2013.07.002

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