Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
Pin-Huang Chou, Wen-Shen Li, Jun-Biao Lin, Jane-Sue Wang
| Year of publication: |
2006
|
|---|---|
| Authors: | Chou, Pin-huang ; Li, Wen-Shen ; Lin, Jun-Biao ; Wang, Jane-Sue |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 4/5, p. 363-376
|
| Subject: | Risikomaß | Risk measure | Aktienmarkt | Stock market | OTC-Handel | OTC market | Taiwan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003377248