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• W4211248527 abstract "Free Access References Book Editor(s):Marc S Paolella, Marc S Paolella Department of Banking and Finance, University of Zurich, SwitzerlandSearch for more papers by this author First published: 20 August 2018 https://doi.org/10.1002/9781119417897.refsBook Series:Wiley Series in Probability and Statistics AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat References Abad , P. , S. Benito , and C. López ( 2014 ). A Comprehensive Review of Value at Risk Methodologies , Spanish Review of Financial Economics 12 ( 1 ), 15 – 32 . Abadir , K. M. and J. R. Magnus ( 2005 ). Matrix Algebra , Cambridge : Cambridge University Press . Aban , I. B. and M. M. Meerschaert ( 2001 ). Shifted Hill's Estimator For Heavy Tails , Communications in Statistics – Simulation and Computation 30 ( 4 ), 949 – 962 . Abramowitz , M. and I. A. Stegun ( 1972 ). 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• W4211248527 date "2018-08-20" @default.
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