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~person:"Li, Wen-Shen"
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Li, Wen-Shen
Lin, Jun
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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
Saved in:
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
Saved in:
3
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
Saved in:
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