Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
| Year of publication: |
2008
|
|---|---|
| Authors: | Hung, Jui-Cheng ; Lee, Ming-Chih ; Liu, Hung-Chun |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 30.2008, 3, p. 1173-1191
|