Parametric VaR with goodness-of-fit tests based on EDF...

Mathematical and Computer Modelling 2013 / 11 Vol. 58; Iss. 9-10

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

Moralles, Herick Fernando, Rebelatto, Daisy Aparecida do Nascimento, Sartoris, Alexandre
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Volume:
58
Language:
english
Journal:
Mathematical and Computer Modelling
DOI:
10.1016/j.mcm.2013.07.002
Date:
November, 2013
File:
PDF, 428 KB
english, 2013
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