Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures
Erik Haugom, Steinar Veka, Gudbrand Lien and Sjur Westgaard
| Year of publication: |
2014
|
|---|---|
| Authors: | Haugom, Erik ; Veka, Steinar ; Lien, Gudbrand ; Westgaard, Sjur |
| Published in: |
OPEC energy review. - Oxford : Wiley-Blackwell, ISSN 1753-0229, ZDB-ID 2449632-7. - Vol. 38.2014, 4, p. 373-397
|
| Subject: | Risikomaß | Risk measure | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Futures | Erdöl | Petroleum | 2006-2012 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495860