%0 Journal Article %1 Chou2006 %A Chou, Pin-Huang %A Li, Wen-Shen %A Lin, Jun-Biao %A Wang, Jane-Sue %D 2006 %J International Review of Financial Analysis %K Value at risk %N 4-5 %P 363--376 %T Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading %U http://www.sciencedirect.com/science/article/B6W4W-4JHMGYC-2/1/b0b7dc83654b7b88a024384c978eb8a1 %V 15

@article{Chou2006, added-at = {2008-04-29T08:06:25.000+0200}, author = {Chou, Pin-Huang and Li, Wen-Shen and Lin, Jun-Biao and Wang, Jane-Sue}, biburl = {https://www.bibsonomy.org/bibtex/240ffadcb81b903118e7f99c9e26cb5c8/smicha}, interhash = {1e809719129e5ac9dea254f9b71f0fa7}, intrahash = {40ffadcb81b903118e7f99c9e26cb5c8}, journal = {International Review of Financial Analysis}, keywords = {Value at risk}, number = {4-5}, pages = {363--376}, timestamp = {2008-04-29T08:08:08.000+0200}, title = {Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading}, url = {http://www.sciencedirect.com/science/article/B6W4W-4JHMGYC-2/1/b0b7dc83654b7b88a024384c978eb8a1}, volume = 15, year = 2006 }