Author,Title,Journal,ISSN,Publisher,Date,Volume,Number,Page,URL,URL(DOI)
Tetsuya Takaishi,Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long–Short Asymmetry and Significance of the Power-Law Tail,Journal of Risk and Financial Management,1911-8074,MDPI AG,2023-09-01,16,9,391,https://cir.nii.ac.jp/crid/1360865814747136256,https://doi.org/10.3390/jrfm16090391