Nonparametric Risk Management With Generalized Hyperbolic Distributions

Ying Chen, Härdle, Wolfgang and Seok-Oh Jeong
Authors registered in the RePEc Author Service: Wolfgang Karl Härdle

Journal of the American Statistical Association, 2008, vol. 103, issue 483, 910-923

Date: 2008
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Working Paper: Nonparametric risk management with generalized hyperbolic distributions (2005)
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