Asymmetric heavy-tailed distributions : theory and applications to finance and risk management
This thesis focuses on construction, properties and estimation of asymmetric heavy-tailed distributions, as well as on their applications to financial modeling and risk measurement. First of all, we suggest a general procedure to construct a fully asymmetric distribution based on a symmetrically par...
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| Format: | Others |
| Language: | en |
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McGill University
2007
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102854 |