Comments on: Paper: J.-G. Simonato. The Performance of Johnson Distributions for Computing Value at Risk and Expected Shortfall

Comments on: Paper: J.-G. Simonato. The Performance of Johnson Distributions for Computing Value at Risk and Expected Shortfall http://etf-central.com/2010/11/10/paper-the-performance-of-johnson-distributions-for-computing-value-at-risk-and-expected-shortfall/ Fast-paced market news, analysis, and discussion - Michael J. Bommarito II Sun, 15 Apr 2012 03:42:02 +0000 hourly 1 http://wordpress.org/?v=3.3.1