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Contribution Details
| Type | Journal Article |
| Scope | Contributions to practice |
| Title | Modeling and predicting market risk with Laplace-Gaussian mixture distributions |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Applied Financial Economics |
| Publisher | Taylor & Francis |
| Geographical Reach | international |
| ISSN | 0960-3107 |
| Volume | 16 |
| Number | 15 |
| Page Range | 1145 - 1162 |
| Date | 2006 |
| Official URL | http://www.tandfonline.com/doi/abs/10.1080/09603100500438817#.U9ZAnrG4QrM |
| Digital Object Identifier | 10.1080/09603100500438817 |
| Other Identification Number | merlin-id:4468 |
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