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subject:"Risk measure"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Kao, Wei-Shun"
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High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
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