Chapter: Heavy-Tailed Distributions in VaR Calculations

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Home > Handbook of Computational Statistics: Concepts and Methods > Heavy-Tailed Distributions in VaR Calculations

Handbook of Computational Statistics: Concepts and Methods |

James E. Gentle; Wolfgang Karl Härdle; Yuichi Mori

Springer Berlin Heidelberg

Handbook of Computational Statistics: Concepts and Methods

Heavy-Tailed Distributions in VaR Calculations

Chapter Info

Authors

Adam Misiorek; Rafał Weron

ARI Id

1664755262491_3085159

Access

Not Available Free

Pages

1025-1059

DOI

10.1007/978-3-642-21551-3_34

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-21551-3_34

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