Conditional VaR estimation using Pearson's type IV distribution (Q933511)
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scientific article; zbMATH DE number 5303227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional VaR estimation using Pearson's type IV distribution |
scientific article; zbMATH DE number 5303227 |
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Conditional VaR estimation using Pearson's type IV distribution (English)
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21 July 2008
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conditional VaR
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GARCH
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Pearson's type IV distribution
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risk management
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