Forecasting value-at-risk in oil prices in the presence of volatility shifts
| Year of publication: |
2018
|
|---|---|
| Authors: | Ewing, Bradley T. ; Malik, Farooq ; Anjum, Hassan |
| Published in: |
Review of Financial Economics. - Wiley, ISSN 1058-3300, ZDB-ID 2015922-5. - Vol. 37.2018, 3 (18.11.), p. 341-350
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/rfe.1047 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012084592