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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Zhu, Dongming »

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Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
Zhu, Dongming; Galbraith, John
Issue Date : 2009-05

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Zhu, Dongming; Galbraith, John
Issue Date : 2009-04

Showing results 1 to 2 of 2

 

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