Heavy-tailed distribution of commodity prices and the effectiveness of VaR models
Jullavut Kittiakarasakun
| Year of publication: |
2013
|
|---|---|
| Authors: | Kittiakarasakun, Jullavut |
| Published in: |
International financial markets. - Bingley [u.a.] : Emerald, ISBN 1-78190-311-5. - 2013, p. 125-137
|
| Subject: | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Kapitalmarktrendite | Capital market returns | Risikomaß | Risk measure | Ausreißer | Outliers | Schätzung | Estimation | Welt | World | 1977-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| ISBN: | 1977-2011 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010204758