Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Qingfu Liu; Yunbi An
| Year of publication: |
2014
|
|---|---|
| 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 | China | Rohstoffderivat | Commodity derivative | Risiko | Risk | Arbeitszeit | Working time | Derivat | Derivative | Warenbörse | Commodity exchange | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010495690