Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
| Year of publication: |
2006
|
|---|---|
| Authors: | Chou, Pin-Huang ; Li, Wen-Shen ; Lin, Jun-Biao ; Wang, Jane-Sue |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 15.2006, 4-5, p. 363-376
|
| Publisher: |
Elsevier |