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Stefan Huschens and Jeong-Ryeol Kim (1998): Measuring Risk in Value-at-Risk in the Presence of Infinite-Variance
| Title: |
Measuring Risk in Value-at-Risk in the Presence of Infinite-Variance |
| Author(s): |
Stefan Huschens and Jeong-Ryeol Kim |
| Year: |
1998 |
| Booktitle: |
{A}pplication of {M}achine {L}earning and {D}ata {M}ining in {F}inance |
| Editor(s): |
Gholamreza Nakhaeizadeh, Elmar Steurer |
| Month: |
apr |
| Number: |
CSR-98-06 |
| Publisher: |
{T}ech. {U}niv. Chemnitz |
Concepts
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