Estimation of Value-at-Risk under jump dynamics and asymmetric information

Author: Chiu Chien-Liang   Lee Ming-Chih   Hung Jui-Cheng  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.15, Iss.15, 2005-10, pp. : 1095-1106

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Abstract