Luis Seco

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

New families of distributions fitting L-moments for modeling financial data

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

A theoretical comparison between moments and L-moments

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

Stable distribution: A survey on simulation and calibration methodologies

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

Nongaussian Multivariate Simulations in Mark-to-Future calculations

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

Applications of descriptive measures in Risk Management

5.2

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

5.1

Leave a Comment / Non-Gaussianity, Publications / By Luis Seco

Leave a Comment / Market Risk, Publications / By Luis Seco

Principal component Value-at-Risk (2001)

Leave a Comment / Market Risk, Publications / By Luis Seco

Principal component Value-at-Risk (2000)

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