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~isPartOf:"European financial management : the journal of the European Financial Management Association"
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European financial management : the journal of the European Financial Management Association
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A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
2
A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions
Sun, Wei
;
Rachev, Svetlozar
;
Fabozzi, Frankj
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10008211530
Saved in:
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