Huiting Jing, Yang Liu, Jinghua Zhao. Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR. Symmetry, 14(4):807, 2022. [doi]
@article{JingLZ22,
title = {Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR},
author = {Huiting Jing and Yang Liu and Jinghua Zhao},
year = {2022},
doi = {10.3390/sym14040807},
url = {https://doi.org/10.3390/sym14040807},
researchr = {https://researchr.org/publication/JingLZ22},
cites = {0},
citedby = {0},
journal = {Symmetry},
volume = {14},
number = {4},
pages = {807},
}