I agree that this site is using cookies. You can find further informations here.
X
Merkliste 
 1 Ergebnisse 
 
1

VaR is subject to a significant positive bias:

Inui, Koji ; Kijima, Masaaki ; Kitano, Atsushi
Statistics & Probability Letters.  72 (2005)  4 - p. 299-311 , 2005
Link: https://doi.org/10.1016/j.spl.2005.02.001