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On the multifractal properties and the local multifractality sensitivity index of euro to Japanese yen foreign currency exchange rates
Stavroyiannis, Stavros, (2011)
Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution
Stavroyiannis, Stavros, (2013)
Value-at-risk for the long and short trading position with the Pearson type-IV distribution