Work

Can the student‐t distribution provide accurate value at risk?

Year: 2006

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/15265940610664960

Authors: Chu‐Hsiung Lin, Shan‐Shan Shen

Institutions: National Kaohsiung First University of Science and Technology, Chia Nan University of Pharmacy and Science

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013768812

FWCI: 2.268

Cites: 13

Cited by: 36

Related to: 10