Work

Estimation of Value-at-Risk under jump dynamics and asymmetric information

Year: 2005

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100500108410

Authors: Chien-Liang Chiu, Ming-Chih Lee, Jui-Cheng Hung

Institution: Tamkang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005640183

FWCI: 1.628

Cites: 20

Cited by: 22

Related to: 10