@data{iree.2018304.055009, author = {Xu, Jiahua}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {semiparametric-value-at-risk-estimation-of-portfolios}, year = {2019}, version = {1}, url = {https://journaldata.zbw.eu/dataset/semiparametric-value-at-risk-estimation-of-portfolios}, keywords = {C51,G01,G11,G17}, doi = "10.15456/iree.2018304.055009" }