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Applied Economics Letters Volume 27, 2020 - Issue 3
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Articles

Risk management under time varying volatility and Pareto-stable distributions

Sharif MozumderDepartment of Mathematics, University of Dhaka, Dhaka, Bangladesh
,
M. Humayun KabirSchool of Economics & Finance, Massey University, Palmerston North, New ZealandCorrespondence[email protected]
,
Michael DempseyFaculty of Finance and Banking, Ton Duc Thang University, Ho Chi Minh City, Vietnam
&
Taufiq ChoudhrySchool of Business, University of Southampton, Southampton, UK
Pages 161-167 | Published online: 09 May 2019

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