Year | 2009 |
---|---|
Authors | SHIH-KUEI LIN |
Paper Title | Wang, R. H.*;Lin, S. K.;Fuh, C. D., 2009, 'An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks, ' Asia-Pacific Journal of Financial Studies, Vol.38, No.5, pp.745-772.(SSCI)(*為通訊作者) |
Vol.No | 316010 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/65018 |