Estimation of tail-related value-at-risk measures: range-based extreme value approach

Please use this identifier to cite or link to this item: http://scholars.ntou.edu.tw/handle/123456789/8640

Title:	Estimation of tail-related value-at-risk measures: range-based extreme value approach
Authors:	Heng-Chih Chou Wang, D. K.
Issue Date:	Feb-2014
Journal Volume:	14
Journal Issue:	2
Source:	Quantitative Finance
URI:	http://scholars.ntou.edu.tw/handle/123456789/8640
ISSN:	1469-7688
DOI:	10.1080/14697688.2013.819113 ://WOS:000328560600008
Appears in Collections:	航運管理學系

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