Modelling tail risk with tempered stable distributions: an overview
Crossref DOI link: https://doi.org/10.1007/s10479-019-03204-3
Published Online: 2019-04-01
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fallahgoul, Hasan
Loeper, Gregoire
Text and Data Mining valid from 2019-04-01
Version of Record valid from 2019-04-01
Article History
First Online: 1 April 2019