Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. Bee, M., Hambuckers, J., & Trapin, L. Quantitative Finance, 19(8):1255–1266, 2019.
doi  bibtex   
@article{Bee2019Estimating,
 author = {Bee, M. and Hambuckers, Julien and Trapin, L.},
 year = {2019},
 title = {Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach},
 keywords = {postdoc;stat},
 pages = {1255--1266},
 volume = {19},
 number = {8},
 issn = {1469-7688},
 journal = {Quantitative Finance},
 doi = {10.1080/14697688.2019.1580762},
 howpublished = {refereed}
}

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