Hedging and value at risk: A semi-parametric approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Cao, Zhiguang ; Harris, Richard D.F. ; Shen, Jian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 30.2010, 8, p. 780-795
|