http://ir.sinica.edu.tw/handle/201000000A/79320
Title: | Value at risk for integrated returns and its applications to equity portfolios | Authors: | Hwai-Chung Ho Hung-Yin Chen Henghsiu Tsai |
Issue Date: | 2016-10 | Relation: | Statistica Sinica 26(4), 1631-1648 | URI: | http://ir.sinica.edu.tw/handle/201000000A/79320 | ISSN: | http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=1017-0405&DestApp=JCR&RQ=IF_CAT_BOXPLOT | URL: | http://www3.stat.sinica.edu.tw/statistica/oldpdf/A26n415.pdf |
Appears in Collections: | 統計科學研究所 |
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