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The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management.

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Title: The Performance of Gaussian and non Gaussian dynamic models in assessing market risk: The Implications for risk management.
Authors: Nawaz, Faisal1, faisalnawazmir@gmail.com, Shahzad, Faisal1, Ur Rehman, Ijaz2, Shujahat, Muhammad1, Hyder, Shabir1, Al Barghouthi, Sameer2
Source: Communications in Statistics: Theory & Methods; 2019, Vol. 48 Issue 13, p3360-3376, 17p
Database: Applied Science & Technology Source
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ISSN:03610926
DOI:10.1080/03610926.2018.1476707