Bias of a Value-at-Risk estimator

Finance Research Letters

Volumn 1, Issue 4, 2004, Pages 241-249

  Bao, Yong ^a   Ullah, Aman ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Second order bias; Value at Risk

Indexed keywords

EID: 8744221757     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2004.07.001     Document Type: Article

References (15)

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