An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions
Year of publication: |
2007-04-13
|
---|---|
Authors: | Kulp-Tåg, Sofie |
Institutions: | Hanken Svenska Handelshögskolan |
Subject: | Value-at-Risk | asymmetry | Exponential GARCH | Asymmetric Power ARCH | long-trading | short-trading |
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