Work

Alternative statistical distributions for estimating value-at-risk: theory and evidence

Year: 2011

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-011-0256-x

Authors: Cheng-Few Lee, Jung-Bin Su

Institutions: Rutgers, The State University of New Jersey, National Yang Ming Chiao Tung University, China University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2039928620

FWCI: 4.15

Cites: 33

Cited by: 33

Related to: 10