The predictive power of value-at-risk models in commodity futures markets
Roland Füss; Zeno Adams; Dieter G. Kaiser
| Year of publication: |
2010
|
|---|---|
| Authors: | Füss, Roland ; Adams, Zeno ; Kaiser, Dieter G. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 11.2010/11, 4, p. 261-285
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871078