Enriching the value‐at‐risk framework to ensemble empirical mode decomposition with an application to the European carbon market
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhu, Bangzhu ; Wang, Ping ; Chevallier, Julien ; Wei, Yi‐Ming |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - 2021 (21.09.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2578 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012632797