A Study of Portfolio VaR Method Based on g-h Distribution
ZHU Hai-xia1,2, PAN Zhi-bin3
1. Management School, Shanghai Jiao Tong University, Shanghai 200030, China; 2. Shanghai Maritime University, Shanghai 200135, China; 3. Department of Finance, College of Commevce, East-China Normal University, Shanghai 200062, China
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