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]
@article{LienSY16,
title = {Comparing VaR Approximation Methods that Use the First Four Moments as Inputs},
author = {Donald Lien and Christopher Stroud and Keying Ye},
year = {2016},
doi = {10.1080/03610918.2013.863921},
url = {http://dx.doi.org/10.1080/03610918.2013.863921},
researchr = {https://researchr.org/publication/LienSY16},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {45},
number = {2},
pages = {491-503},
}