Estimating and evaluating value-at-risk forecasts based on realized variance : empirical evidence from ICE Brent Crude oil futures
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 |
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