Unconditional and conditional modeling of non-normal return densities
Subtitle: with application to risk measurement
By: von Elion Chin.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 307
Publisher: Verlag Paul Haupt
Published: 1999
Place of publication: Bern
Language: eng
Number of pages: 181
Subjects: Stocks -- Prices -- Mathematical models.
Description: Thesis (doctoral)--University of St. Gallen, 1999.
Notes: Includes bibliographical references (p. [173]-181).