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~accessRights:"restricted"
~isPartOf:"Journal of quantitative economics"
~person:"Farkas, Walter"
~person:"Kumar, Dilip"
~subject:"Portfolio selection"
~subject:"Risikomaß"
~subject:"World"
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Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
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