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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