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
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