Virgilijus Sakalauskas, Dalia Kriksciuniene. Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion. In Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), October 16-18, 2006, Jinan, China. pages 599-604, IEEE Computer Society, 2006. [doi]
Abstract is missing.