| Original language | English |
|---|---|
| Title of host publication | Symposium i Anvendt Statistik 2006 |
| Editors | Peter Linde |
| Place of Publication | Copenhagen |
| Publication date | 2006 |
| ISBN (Print) | 87-501-1516-2 |
| Publication status | Published - 2006 |
| MoE publication type | B3 Article in conference proceedings |
An extension of the NIG-S&ARCH model with an application to Value at Risk
Anders Wilhelmsson
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific