Hedging and value at risk: A semi-parametric approach

Zhiguang Cao, Richard DF Harris, Jian Shen

Research output: Contribution to journalArticle (Academic Journal)

Original languageUndefined/Unknown
Pages (from-to)780-794
Number of pages15
JournalJournal of Futures Markets
Volume30
Issue number8
Publication statusPublished - 2010

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