Browsing by Subject Value at risk

Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
1-Dec-1998Financial data and the skewed generalized t distributionTheodossiou, Panayiotis 
2010Partially adaptive econometric methods for regression and classificationHansen, James ; McDonald, James B. ; Theodossiou, Panayiotis 
2020Truncated skewed type III generalized logistic distribution: risk measurement applicationsTheodossiou, Panayiotis