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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/10001495528
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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/10003377248
Cover Image
Modeling daily price limits
Chou, Pin-Huang - In: International review of financial analysis 8 (1999) 3, pp. 283
Persistent link: https://www.econbiz.de/10007182531
Cover Image
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, pp. 363-376
Persistent link: https://www.econbiz.de/10007278300