Estimation of Value-at-Risk under jump dynamics and asymmetric information
| Year of publication: |
2005
|
|---|---|
| Authors: | Chiu, Chien-Liang ; Lee, Ming-Chih ; Hung, Jui-Cheng |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 15.2005, 15, p. 1095
|