VaR: exchange rate risk and jump risk.
Journal of Probability and Statistics (2010)
- Volume: 2010, page Article ID 196461, 18 p.-Article ID 196461, 18 p.
- ISSN: 1687-952X
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topChen, Fen-Ying. "VaR: exchange rate risk and jump risk.." Journal of Probability and Statistics 2010 (2010): Article ID 196461, 18 p.-Article ID 196461, 18 p.. <http://eudml.org/doc/227439>.
@article{Chen2010,
author = {Chen, Fen-Ying},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 196461, 18 p.-Article ID 196461, 18 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {VaR: exchange rate risk and jump risk.},
url = {http://eudml.org/doc/227439},
volume = {2010},
year = {2010},
}
TY - JOUR
AU - Chen, Fen-Ying
TI - VaR: exchange rate risk and jump risk.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 196461, 18 p.
EP - Article ID 196461, 18 p.
LA - eng
UR - http://eudml.org/doc/227439
ER -
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