References

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• 2002Conditional value-at-risk for general loss distributions3,847 cited
• 1998Evaluating Interval Forecasts2,689 cited
• 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
• 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
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• 2000OPTION PRICING FOR TRUNCATED LÉVY PROCESSES284 cited
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• 2008Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures