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Beyond normality: Capital market Value-at-Risk modelling using symmetric and asymmetric Laplace distributions Cover

Beyond normality: Capital market Value-at-Risk modelling using symmetric and asymmetric Laplace distributions

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Open Access
|Jun 2026
DOI: https://doi.org/10.18559/ebr.2026.2.2807 | Journal eISSN: 2450-0097 | Journal ISSN: 2392-1641
Language: English
Page range: 115 - 138
Submitted on: Nov 25, 2025
Accepted on: Apr 23, 2026
Published on: Jun 30, 2026
In partnership with: Paradigm Publishing Services

© 2026 Jan Kaczmarzyk, published by Poznań University of Economics and Business Press
This work is licensed under the Creative Commons Attribution 4.0 License.