Liu Fan, Tian Ling. Empirical analysis on economic capital by TailVaR model. IJITM, 13(1):95-102, 2014. [doi]
@article{FanL14-0,
title = {Empirical analysis on economic capital by TailVaR model},
author = {Liu Fan and Tian Ling},
year = {2014},
doi = {10.1504/IJITM.2014.059158},
url = {http://dx.doi.org/10.1504/IJITM.2014.059158},
researchr = {https://researchr.org/publication/FanL14-0},
cites = {0},
citedby = {0},
journal = {IJITM},
volume = {13},
number = {1},
pages = {95-102},
}