Hung-Chun Liu
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The role of SGT distribution in Value-at-Risk estimation: evidence from the WTI crude oil market
Hung-Chun Liu , Ming-Chih Lee , Ching-Mo ChangInvestment Management and Financial Innovations Volume 6, 2009 Issue #1
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Value-at-Risk-based risk management on exchange traded funds: the Taiwanese experience
Hung-Chun Liu , Yu-Ju Cheng , Yi-Pin Tzou
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