Comparing VaR Approximation Methods that Use the First Four Moments as Inputs

Donald Lien, Christopher Stroud, Keying Ye. Comparing VaR Approximation Methods that Use the First Four Moments as Inputs. Communications in Statistics - Simulation and Computation, 45(2):491-503, 2016. [doi]

Authors

Donald Lien

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Christopher Stroud

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Keying Ye

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