Hedging and value at risk: A semi-parametric approach
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.20440/fullpdf
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4. An extreme value approach to estimating volatility and value at risk;Bali;Journal of Business,2003
5. Value at risk and the cross-section of hedge fund returns;Bali;Journal of Banking and Finance,2007
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