廣義雙曲線分佈

基於廣義雙曲線分佈的風險度量 : = 國際原物料報酬的實證分析 = Risk measures based on generalized hyperbolic distribution - Empirical evidence of international raw material returns / by: (Language materials, printed)

市場風險度量

廣義雙曲線分佈

期望損失

Reward Configuration

Hyperbolic Distribution

Generalized Hyperbolic Distribution

雙曲線分佈

報酬配置

常態逆高斯分佈

Normal Inverse Gaussian Distribution

Value-at-Risk

Expected Shortfall