Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions

Author: Lechner Lindsay A.   Ovaert Timothy C.  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.11, Iss.5, 2010-11, pp. : 464-480

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Abstract