Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector

Rosario Nunzio Mantegna, Adriana P. Mattedi, Fernando M. Ramos, Reinaldo R. Rosa

Risultato della ricerca: Article › peer review

All Science Journal Classification (ASJC) codes

@article{e9022962ce6b4ffeabac4c6f717e73e8,

title = "Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector",

author = "Mantegna, {Rosario Nunzio} and Mattedi, {Adriana P.} and Ramos, {Fernando M.} and Rosa, {Reinaldo R.}",

year = "2004",

language = "Undefined/Unknown",

volume = "344",

pages = "554--561",

journal = "Physica A: Statistical Mechanics and its Applications",

issn = "0378-4371",

publisher = "Elsevier",

}

TY - JOUR

T1 - Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector

AU - Mantegna, Rosario Nunzio

AU - Mattedi, Adriana P.

AU - Ramos, Fernando M.

AU - Rosa, Reinaldo R.

PY - 2004

Y1 - 2004

UR - http://hdl.handle.net/10447/28862

M3 - Article

VL - 344

SP - 554

EP - 561

JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

SN - 0378-4371

ER -