Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Year of publication: |
2014
|
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Authors: | Liu, Qingfu ; An, Yunbi |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 30.2014, p. 17-29
|
Subject: | Risk contribution | Value at risk | Expected shortfall | Futures markets | Trading hours | Non-trading hours | Risikomaß | Risk measure | Arbeitszeit | Working time | China | Warenbörse | Commodity exchange | Risiko | Risk | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Volatilität | Volatility |
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