Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions
| Year of publication: |
2010
|
|---|---|
| Authors: | Lechner, Lindsay A. ; Ovaert, Timothy C. |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 11.2010, 5 (9.11.), p. 464-481
|