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Jung‐Bin Su · Study

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Jung‐Bin Su

3 works· latest 2011· 2 institutionscluster: provisionalORCID 0000-0003-3271-3462

h-index3

i103

Citations109

Works here3

08

11

Most cited in this library

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation2011 · 50 citations
Alternative statistical distributions for estimating value-at-risk: theory and evidence2011 · 33 citations
Value-at-risk in US stock indices with skewed generalized error distribution2008 · 26 citations

Works

3 shown

Alternative statistical distributions for estimating value-at-risk: theory and evidence

Review of Quantitative Finance and Accounting·2011·2 authors

33citations

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

Economic Modelling·2011·2 authors

50citations

Value-at-risk in US stock indices with skewed generalized error distribution

Applied Financial Economics Letters·2008·3 authors

26citations