Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach
Kaijian He; Kin Keung Lai; Jerome Yen
| Year of publication: |
2011
|
|---|---|
| Authors: | He, Kaijian ; Lai, Kin Keung ; Yen, Jerome |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 5, p. 903-911
|
| Subject: | Risikomaß | Risk measure | Ölpreis | Oil price |
| 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/10009382998