Risk estimation for short-term financial data through pooling of stable fits
De Donno, Marzia, Donati, Riccardo, Favero, Gino, Modesti, PaolaVolume:
33
Journal:
Financial Markets and Portfolio Management
DOI:
10.1007/s11408-019-00340-5
Date:
December, 2019
File:
PDF, 760 KB
2019