A. Alexandre Trindade, Yun Zhu. Approximating the distributions of estimators of financial risk under an asymmetric Laplace law. Computational Statistics & Data Analysis, 51(7):3433-3447, 2007. [doi]
@article{TrindadeZ07,
title = {Approximating the distributions of estimators of financial risk under an asymmetric Laplace law},
author = {A. Alexandre Trindade and Yun Zhu},
year = {2007},
doi = {10.1016/j.csda.2006.08.004},
url = {http://dx.doi.org/10.1016/j.csda.2006.08.004},
researchr = {https://researchr.org/publication/TrindadeZ07},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {7},
pages = {3433-3447},
}