Empirical study of value-at-risk and expected shortfall models with heavy tails

Author： Harmantzis Fotios C.   Miao Linyan   Chien Yifan  

Publisher： Emerald Group Publishing Ltd

ISSN： 1526-5943

Source： The Journal of Risk Finance Incorporating Balance Sheet, Vol.7, Iss.2, 2006-01, pp. : 117-135

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