Funder
National Science Fund for Distinguished Young Scholars, National Natural Science Foundation of China
China Post-doctor Science Foundation
Knowledge Innovation Program of Chinese Academy of Sciences
Subject
Economics and Econometrics
Reference20 articles.
1. The Fourier-series method for inverting transforms of probability distributions;Abate;Queueing Syst.,1992
2. Advanced. Derivatives Pricing And Risk Management;Albanese,2006
3. A new Fourier transform algorithm for value-at-risk;Albanese;Quant. Finance,2004
4. Non-linear value-at-risk;Britten-Jones;Eur. Finance Rev.,1999
5. International asset pricing with alternative distributional specifications;Campbell;J. Empir. Finance,1993
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献