Huang, S.-F. and Wang, D.K. (2023), Less Volatile Value-at-Risk Estimation Under a Semi-parametric Approach*. Asia Pac J Financ Stud, 52: 374-393.
https://doi.org/10.1111/ajfs.12433
AJFS
[52-3] Less Volatile Value-at-Risk Estimation Under a Semi-parametric Approach
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2023-07-03
