Value-at-risk Estimation Using Non-Integer Degrees of Freedom of Student's Distribution

V-P. Heikkinen, A. Kanto

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{d40986690fef4da28f5f6f6571735dd5,

title = "Value-at-risk Estimation Using Non-Integer Degrees of Freedom of Student's Distribution",

author = "V-P. Heikkinen and A. Kanto",

year = "2002",

language = "English",

volume = "4",

pages = "77--84",

journal = "JOURNAL OF RISK",

issn = "1465-1211",

publisher = "Incisive Media Ltd.",

number = "4",

}