Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management
Author:
Affiliation:
1. Banca d'ItaliaItaly
2. Stony Brook UniversityUSA
3. University of BolognaItaly
4. EDHEC Business SchoolFrance
5. Léonard De Vinci UniversityFrance
Publisher
WORLD SCIENTIFIC
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Assessing and forecasting the market risk of bank securities holdings: a data-driven approach;Risk Management;2023-10-03
2. Estimation for multivariate normal rapidly decreasing tempered stable distributions;Journal of Statistical Computation and Simulation;2023-07-17
3. Modelling Heavy Tailed Phenomena Using a LogNormal Distribution Having a Numerically Verifiable Infinite Variance;Mathematics;2023-04-06
4. A welcome to the jungle of continuous-time multivariate non-Gaussian models based on Lévy processes applied to finance;Annals of Operations Research;2022-09-20
5. Optimal trimming proportion in regression analysis for non-normal distributions;Journal of Business Analytics;2021-11-29
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