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1、Thisarticlewasdownloadedby:[ZhejiangUniversity]On:26March2012,At:01:33Publisher:RoutledgeInformaLtdRegisteredinEnglandandWalesRegisteredNumber:1072954Registeredoffice:MortimerHouse,37-41MortimerStreet,LondonW1T3JH,UKAppliedFinancialEconomicsPublicationdetails,includingin
2、structionsforauthorsandsubscriptioninformation:http://www.tandfonline.com/loi/rafe20EstimationofValue-at-RiskunderjumpdynamicsandasymmetricinformationaaabChien-LiangChiu,Ming-ChihLee&Jui-ChengHungaDepartmentofBanking&Finance,TamkangUniversity,151Ying-ChuanRoad,Tamsui251,
3、TaipeiCounty,TaiwanbDepartmentofFinance,YuanpeiInstituteofScienceandTechnology,No.306.YuanpeiSt.,HsinChu300,TaiwanAvailableonline:22Aug2006Tocitethisarticle:Chien-LiangChiu,Ming-ChihLee&Jui-ChengHung(2005):EstimationofValue-at-Riskunderjumpdynamicsandasymmetricinformatio
4、n,AppliedFinancialEconomics,15:15,1095-1106Tolinktothisarticle:http://dx.doi.org/10.1080/09603100500108410PLEASESCROLLDOWNFORARTICLEFulltermsandconditionsofuse:http://www.tandfonline.com/page/terms-and-conditionsThisarticlemaybeusedforresearch,teaching,andprivatestudypur
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7、isingoutoftheuseofthismaterial.AppliedFinancialEconomics,2005,15,1095–1106EstimationofValue-at-Riskunderjumpdynamicsandasymmetricinformationaaa,b,Chien-LiangChiu,Ming-ChihLeeandJui-ChengHung*aDepartmentofBanking&Finance,TamkangUniversity,151Ying-ChuanRoad,Tamsui251,Taipe
8、iCounty,TaiwanbDepartmentofFinance,YuanpeiInstituteofScienceandTechnology,No.306.YuanpeiSt.HsinChu300,T
