【作者(必填)】

• Jung-Bin Sua, , ,
• Ming-Chih Leeb, 1, ,
• Chien-Liang Chiub
  

【文题(必填)】
Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets【年份(必填)】
2014
【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S1059056013001342