Rev Quant Finan Acc (2012) 39:469 DOI 10.1007/s11156-012-0283-2 ERRATUM Erratum to: Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets • • Chun-Pin Hsu Chin-Wen Huang Wan-Jiun Paul Chiou Published online: 18 April 2012 Springer Science+Business Media, LLC 2012 Erratum to: Rev Quant Finan Acc DOI 10.1007/s11156-011-0261-0 The afﬁliation of the co-author (Wan-Jiun Paul Chiou) is hereby replaced with the fol- lowing: Department of Finance and Law, Central Michigan University, Mount Pleasant, MI 48859, USA, firstname.lastname@example.org. The online version of the original article can be found under doi:10.1007/s11156-011-0261-0. C.-P. Hsu (&) Department of Accounting and Finance, York College, The City University of New York, 94-20 Guy R. Brewer Blvd, Jamaica, NY 11451, USA e-mail: email@example.com C.-W. Huang Finance Department, Western Connecticut State University, Danbury, CT, USA e-mail: firstname.lastname@example.org W.-J. P. Chiou Department of Finance and Law, Central Michigan University, Mount Pleasant, MI 48859, USA e-mail: email@example.com
Review of Quantitative Finance and Accounting – Springer Journals
Published: Apr 18, 2012
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