Efficiency of the Smoothed VaR Estimator in Financial Risk Management

LIU Xiaoqian, ZHOU Yong

Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 752-768.

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Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 752-768. DOI: 10.12387/C2011082

Efficiency of the Smoothed VaR Estimator in Financial Risk Management

  • LIU Xiaoqian1, ZHOU Yong1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2011, 34(4): 752-768 https://doi.org/10.12387/C2011082

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