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

José Fajardo (), Aquiles Rocha de Farias () and Jose Renato Haas Ornelas ()

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

New Economics Papers: this item is included in nep-ecm, nep-fin and nep-rmg
Date: 2003-10
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