New families of distributions fitting L-moments
New families of distributions fitting L-moments for modeling financial data
New families of distributions fitting L-moments
A theoretical comparison between moments and L-moments
Stable distributions: A survey
Stable distribution: A survey on simulation and calibration methodologies
multivariate stable distribution via spherical harmonic analysis
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
multivariate stable distribution via spherical harmonic analysis
Nongaussian Multivariate Simulations in Mark-to-Future calculations
Mark-to-Future
Applications of descriptive measures in Risk Management
Principal component Value-at-Risk
Principal component Value-at-Risk (2001)
Principal component Value-at-Risk journal
Principal component Value-at-Risk (2000)
Harmonic Analysis in Value at Risk Calculations
Harmonic Analysis in Value at Risk Calculations
Modelling and Estimation of Financial Time Series
Modelling and Estimation of Financial Time Series
