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

V-P. Heikkinen, A. Kanto

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)77-84
JournalJOURNAL OF RISK
Volume4
Issue number4
Publication statusPublished - 2002
MoE publication typeA1 Journal article-refereed

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