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~isPartOf:"International Review of Financial Analysis"
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Modeling daily price limits
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Chou, Pin-Huang
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International Review of Financial Analysis
Journal of banking & finance
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Pacific-Basin finance journal
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Economics letters
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International review of financial analysis
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Modeling daily price limits
Chou, Pin-Huang
- In:
International Review of Financial Analysis
8
(
1999
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10005221846
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2
Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
Chou, Pin-Huang
;
Li, Wen-Shen
;
Lin, Jun-Biao
;
Wang, Jane-Sue
- In:
International Review of Financial Analysis
15
(
2006
)
4-5
,
pp. 363-376
Persistent link: https://www.econbiz.de/10005229056
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