Value-at-risk for the long and short trading position with the Pearson type-IV distribution

Author: Stavroyiannis Stavros  

Publisher: Inderscience Publishers

ISSN: 1097-4954

Source: Global Business and Economics Review, Vol.15, Iss.1, 2013-12, pp. : 14-27

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract