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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.