Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns

标题
Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns
作者
关键词
-
出版物
MATHEMATICAL AND COMPUTER MODELLING
Volume 58, Issue 9-10, Pages 1648-1658
出版商
Elsevier BV
发表日期
2013-08-10
DOI
10.1016/j.mcm.2013.07.002

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