Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR

Huiting Jing, Yang Liu, Jinghua Zhao. Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR. Symmetry, 14(4):807, 2022. [doi]

Authors

Huiting Jing

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Yang Liu

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Jinghua Zhao

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