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~isPartOf:"Applied financial economics"
~person:"Chiu, Chien-liang"
~person:"Gil-Alaña, Luis A."
~subject:"Risk measure"
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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