A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions

✍ Scribed by Wei Sun; Svetlozar Rachev; Frank J. Fabozzi

• Book ID: 111059204
• Publisher: John Wiley and Sons
• Year: 2009
• Tongue: English
• Weight: 152 KB
• Volume: 15
• Category: Article
• ISSN: 1354-7798
• DOI: 10.1111/j.1468-036x.2008.00467.x