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Su, Jung-bin
Hung, Jui-Cheng
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The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
2
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
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