Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations

José Fajardo (), Aquiles de Farias () and Jose Ornelas

Finance Lab Working Papers from Finance Lab, Insper Instituto de Ensino e Pesquisa

Date: 2003-10
New Economics Papers: this item is included in nep-ecm, nep-fin and nep-rmg
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Citations: View citations in EconPapers (5)

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