Estimation of Value-at-Risk under jump dynamics and asymmetric information推荐.pdf

This article was downloaded by: [Zhejiang University] On: 26 March 2012, At: 01:33 Publisher: Routledge Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office: Mortimer House, 37-41 Mortimer Street, London W1T 3JH, UK Applied Financial Economics Publication details, including instructions for authors and subscription information: /loi/rafe20 Estimation of Value-at-Risk under jump dynamics and asymmetric information a a a b Chien-Liang Chiu , Ming-Chih Lee Jui-Cheng Hung a Department of Banking Finance, Tamkang University, 151 Ying-Chuan Road, Tamsui 251, Taipei County, Taiwan b Department of Finance, Yuanpei Institute of Science and Technology, No. 306. Yuanpei St., Hsin Chu 300, Taiwan Available online: 22 Aug 2006 To cite this article: Chien-Liang Chiu, Ming-Chih Lee Jui-Cheng Hung (2005): Estimation of Value-at-Risk under jump dynamics and asymmetric information, Applied Financial Economics, 15:15, 1095-1106 To link to this article: /10.1080/09603100500108410 PLEASE SCROLL DOWN FOR ARTICLE Full terms and conditions of use: /page/terms-and-conditions This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representati